+685.6%
FDX vs MOH
+1,302.1%
-616.6%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.2% | -0.4% | -2.2% |
| 7D | -3.3% | -3.3% | 0.0% | -2.7% |
| 30D | -1.4% | -0.1% | -1.3% | -1.4% |
| 3M | -4.5% | -1.1% | -3.5% | -4.7% |
| 6M | +9.4% | +35.9% | -26.5% | +2.8% |
| YTD | +36.0% | +13.1% | +22.9% | +30.3% |
| 1Y | +75.5% | +11.8% | +63.7% | +67.4% |
| 3Y | +62.8% | -38.7% | +101.5% | +66.6% |
| 5Y | +64.4% | -25.1% | +89.5% | +59.7% |
| 10Y | +175.5% | +243.8% | -68.4% | +89.9% |
| All | +685.6% | +1,302.1% | -616.6% | +267.6% |
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