-23.0%
IDXX vs MOH
-19.7%
-3.3%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.0% | -2.3% | -0.6% |
| 7D | -5.7% | +1.7% | -7.4% | -5.9% |
| 30D | -11.5% | -0.9% | -10.7% | -11.5% |
| 3M | -9.5% | +5.7% | -15.2% | -10.5% |
| 6M | -16.0% | +39.1% | -55.1% | -20.1% |
| YTD | -25.4% | +17.7% | -43.1% | -28.1% |
| 1Y | -21.8% | +8.4% | -30.2% | -24.1% |
| 3Y | +7.0% | -36.6% | +43.6% | +10.0% |
| All | -23.0% | -19.7% | -3.3% | -31.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling