+64.3%
XLF vs MO
+99.8%
-35.6%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.4% | +0.6% |
| 7D | -1.5% | +0.1% | -1.6% | -1.5% |
| 30D | -1.2% | +7.1% | -8.3% | -2.5% |
| 3M | +9.2% | -2.0% | +11.1% | +9.2% |
| 6M | +16.3% | +7.3% | +9.0% | +13.7% |
| YTD | +5.4% | +23.5% | -18.0% | -0.8% |
| 1Y | +7.6% | +11.0% | -3.4% | +4.0% |
| 3Y | +74.2% | +95.0% | -20.8% | +39.4% |
| All | +64.3% | +99.8% | -35.6% | +29.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling