-6.9%
IDXX vs MOH
+43.5%
-50.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -4.3% | +0.3% | -3.8% |
| 7D | +16.4% | +8.9% | +7.6% | +16.2% |
| 30D | +30.1% | +11.0% | +19.1% | +29.8% |
| 3M | +14.7% | +11.0% | +3.7% | +14.4% |
| 6M | +19.1% | +12.7% | +6.4% | +18.6% |
| YTD | -0.9% | +24.8% | -25.7% | -2.2% |
| 1Y | -6.9% | +44.7% | -51.5% | -11.6% |
| All | -6.9% | +43.5% | -50.3% | -11.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling