+1,549.9%
LLY vs MOH
+264.4%
+1,285.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.0% | -2.6% | -0.9% |
| 7D | -2.9% | +1.7% | -4.6% | -3.2% |
| 30D | -8.4% | -0.9% | -7.6% | -8.4% |
| 3M | -3.8% | +5.7% | -9.5% | -4.7% |
| 6M | +11.9% | +39.1% | -27.2% | +6.4% |
| YTD | +4.3% | +17.7% | -13.4% | +0.4% |
| 1Y | +48.5% | +8.4% | +40.1% | +43.7% |
| 3Y | +91.2% | -36.6% | +127.8% | +95.4% |
| 5Y | +387.5% | -19.1% | +406.6% | +372.4% |
| All | +1,549.9% | +264.4% | +1,285.5% | +1,261.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling