+169.4%
XLV vs MO
+114.7%
+54.7%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.3% |
| 7D | -3.6% | +0.1% | -3.7% | -3.6% |
| 30D | -1.8% | +7.1% | -9.0% | -3.8% |
| 3M | +7.8% | -2.0% | +9.7% | +8.1% |
| 6M | +9.1% | +7.3% | +1.8% | +6.4% |
| YTD | +7.7% | +23.5% | -15.7% | +0.7% |
| 1Y | +20.4% | +11.0% | +9.4% | +15.8% |
| 3Y | +30.8% | +95.0% | -64.2% | +4.8% |
| 5Y | +34.6% | +100.6% | -66.0% | +5.5% |
| All | +169.4% | +114.7% | +54.7% | +96.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling