+148.7%
XLK vs MO
+99.8%
+48.9%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +1.0% | +1.3% |
| 7D | +0.2% | +0.1% | +0.1% | +0.2% |
| 30D | -0.6% | +7.1% | -7.8% | -0.2% |
| 3M | +2.6% | -2.0% | +4.5% | +2.4% |
| 6M | +34.0% | +7.3% | +26.7% | +33.4% |
| YTD | +30.7% | +23.5% | +7.2% | +29.2% |
| 1Y | +39.2% | +11.0% | +28.2% | +38.4% |
| 3Y | +120.4% | +95.0% | +25.4% | +101.0% |
| All | +148.7% | +99.8% | +48.9% | +129.4% |
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