+70.3%
XLI vs MO
+96.1%
-25.7%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.8% | +1.1% |
| 7D | -1.7% | +0.1% | -1.8% | -1.7% |
| 30D | -7.3% | +7.1% | -14.4% | -7.3% |
| 3M | -1.3% | -2.0% | +0.6% | -1.4% |
| 6M | +2.2% | +7.3% | -5.1% | +1.5% |
| YTD | +11.7% | +23.5% | -11.7% | +9.8% |
| 1Y | +14.3% | +11.0% | +3.3% | +13.1% |
| 3Y | +70.3% | +95.0% | -24.7% | +55.2% |
| All | +70.3% | +96.1% | -25.7% | +55.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling