+1,036.2%
XLE vs MO
+3,175.1%
-2,138.9%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.7% | +0.8% | +1.3% |
| 7D | +4.4% | +0.4% | +3.9% | +4.2% |
| 30D | -4.3% | +8.9% | -13.2% | -7.1% |
| 3M | +6.0% | +23.0% | -16.9% | -1.5% |
| 6M | +13.2% | +15.0% | -1.7% | +7.1% |
| YTD | +46.7% | +41.7% | +5.1% | +28.6% |
| 1Y | +46.6% | +43.3% | +3.3% | +28.0% |
| 3Y | +69.6% | +143.2% | -73.6% | +21.0% |
| 5Y | +166.5% | +154.7% | +11.8% | +85.8% |
| 10Y | +178.0% | +151.0% | +27.0% | +89.6% |
| All | +1,036.2% | +3,175.1% | -2,138.9% | +345.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MO.
Daily Out/Under-Performance
Portfolio return minus MO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded MO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling