+1,093.3%
XLI vs MO
+2,708.6%
-1,615.4%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -1.4% |
| 7D | -0.6% | -2.4% | +1.8% | +0.1% |
| 30D | -6.9% | +3.6% | -10.5% | -8.0% |
| 3M | -1.9% | -3.7% | +1.8% | -1.4% |
| 6M | +1.0% | +4.5% | -3.5% | -1.2% |
| YTD | +11.3% | +21.5% | -10.2% | +4.0% |
| 1Y | +15.8% | +9.5% | +6.3% | +11.2% |
| 3Y | +69.8% | +93.6% | -23.8% | +36.0% |
| 5Y | +80.9% | +97.5% | -16.6% | +42.7% |
| 10Y | +257.2% | +111.2% | +146.1% | +168.3% |
| All | +1,093.3% | +2,708.6% | -1,615.4% | +429.9% |
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