+3,771.9%
AMAT vs MOH
+1,334.3%
+2,437.6%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.0% | +5.4% | +4.5% |
| 7D | -1.5% | +0.4% | -1.9% | -1.6% |
| 30D | -14.8% | +2.9% | -17.7% | -15.4% |
| 3M | -9.3% | +4.1% | -13.4% | -10.5% |
| 6M | +27.4% | +33.8% | -6.4% | +19.0% |
| YTD | +77.6% | +15.7% | +61.9% | +68.1% |
| 1Y | +188.9% | +17.5% | +171.4% | +170.0% |
| 3Y | +202.3% | -35.3% | +237.6% | +204.0% |
| 5Y | +248.9% | -26.9% | +275.8% | +237.8% |
| 10Y | +1,585.2% | +262.9% | +1,322.3% | +1,022.1% |
| All | +3,771.9% | +1,334.3% | +2,437.6% | +1,565.4% |
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