+2,978.3%
LLY vs MOH
+1,302.1%
+1,676.1%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.2% | 0.0% | -1.9% |
| 7D | -3.1% | -3.3% | +0.2% | -2.7% |
| 30D | -5.1% | -0.1% | -5.0% | -5.1% |
| 3M | -2.1% | -1.1% | -1.0% | -2.2% |
| 6M | +13.8% | +35.9% | -22.0% | +8.5% |
| YTD | +5.1% | +13.1% | -8.0% | +1.6% |
| 1Y | +53.1% | +11.8% | +41.3% | +47.3% |
| 3Y | +95.6% | -38.7% | +134.4% | +99.5% |
| 5Y | +361.5% | -25.1% | +386.6% | +354.3% |
| 10Y | +1,545.2% | +243.8% | +1,301.3% | +1,161.8% |
| All | +2,978.3% | +1,302.1% | +1,676.1% | +1,544.0% |
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 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