+5,604.4%
IDXX vs MOH
+1,358.8%
+4,245.7%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.0% | -2.3% | -0.7% |
| 7D | -5.7% | +1.7% | -7.4% | -6.0% |
| 30D | -11.5% | -0.9% | -10.7% | -11.5% |
| 3M | -9.5% | +5.7% | -15.2% | -10.8% |
| 6M | -16.0% | +39.1% | -55.1% | -21.4% |
| YTD | -25.4% | +17.7% | -43.1% | -29.0% |
| 1Y | -21.8% | +8.4% | -30.2% | -25.1% |
| 3Y | +7.0% | -36.6% | +43.6% | +9.3% |
| 5Y | -26.0% | -19.1% | -6.9% | -28.2% |
| 10Y | +358.9% | +262.8% | +96.1% | +230.3% |
| All | +5,604.4% | +1,358.8% | +4,245.7% | +2,818.2% |
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