+857.7%
ABT vs MOH
+1,330.6%
-472.9%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.2% | -4.9% | -2.2% |
| 7D | -5.0% | -1.3% | -3.7% | -4.8% |
| 30D | -5.8% | +3.0% | -8.7% | -6.2% |
| 3M | +16.7% | +1.2% | +15.5% | +16.1% |
| 6M | -5.2% | +41.7% | -47.0% | -10.3% |
| YTD | -16.0% | +15.4% | -31.4% | -19.0% |
| 1Y | -18.3% | +11.8% | -30.0% | -21.3% |
| 3Y | +9.2% | -37.5% | +46.7% | +11.4% |
| 5Y | -11.6% | -20.6% | +9.1% | -13.5% |
| 10Y | +204.2% | +255.8% | -51.6% | +140.0% |
| All | +857.7% | +1,330.6% | -472.9% | +524.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MOH.
Daily Out/Under-Performance
Portfolio return minus MOH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOH 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 MOH 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