+1,435.7%
ENB vs MOH
+1,286.6%
+149.1%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.5% | -0.5% |
| 7D | -0.3% | -4.2% | +3.9% | +0.2% |
| 30D | -1.1% | -2.4% | +1.3% | -0.8% |
| 3M | -8.5% | -4.4% | -4.1% | -8.2% |
| 6M | -4.5% | +32.9% | -37.5% | -8.5% |
| YTD | +9.1% | +11.9% | -2.8% | +6.0% |
| 1Y | +8.0% | +6.9% | +1.0% | +5.0% |
| 3Y | +77.8% | -39.4% | +117.2% | +81.2% |
| 5Y | +69.4% | -25.0% | +94.3% | +66.1% |
| 10Y | +100.5% | +244.9% | -144.4% | +56.3% |
| All | +1,435.7% | +1,286.6% | +149.1% | +911.8% |
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