+713.8%
FDX vs MOH
+1,396.4%
-682.6%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.2% | +1.7% | +1.5% |
| 7D | +5.2% | +0.2% | +5.0% | +5.1% |
| 30D | +11.3% | +0.1% | +11.1% | +11.2% |
| 3M | -4.1% | +1.8% | -5.9% | -4.6% |
| 6M | +9.6% | +9.1% | +0.5% | +7.3% |
| YTD | +40.9% | +20.7% | +20.2% | +33.3% |
| 1Y | +53.0% | +51.3% | +1.7% | +38.8% |
| 3Y | +74.1% | -42.0% | +116.1% | +80.2% |
| 5Y | +75.1% | -33.1% | +108.2% | +73.9% |
| 10Y | +156.9% | +340.8% | -183.8% | +69.7% |
| All | +713.8% | +1,396.4% | -682.6% | +275.8% |
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