+1,024.7%
XLE vs MO
+2,749.6%
-1,724.9%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.6% |
| 7D | +2.2% | +0.3% | +1.9% | +2.1% |
| 30D | +11.8% | +0.6% | +11.1% | +11.3% |
| 3M | +9.8% | -1.0% | +10.8% | +9.6% |
| 6M | +15.6% | +4.3% | +11.2% | +13.0% |
| YTD | +45.3% | +23.3% | +22.0% | +33.8% |
| 1Y | +48.3% | +10.5% | +37.9% | +41.6% |
| 3Y | +55.4% | +96.3% | -40.8% | +19.5% |
| 5Y | +216.1% | +98.9% | +117.2% | +140.1% |
| 10Y | +178.4% | +103.6% | +74.8% | +103.5% |
| All | +1,024.7% | +2,749.6% | -1,724.9% | +363.3% |
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