+632.8%
LYB vs MOH
+997.6%
-364.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.0% | -2.9% | -1.4% |
| 7D | +0.3% | +1.7% | -1.4% | -0.1% |
| 30D | +2.5% | -0.9% | +3.4% | +2.5% |
| 3M | +1.4% | +5.7% | -4.3% | -0.4% |
| 6M | -3.5% | +39.1% | -42.6% | -11.3% |
| YTD | +52.0% | +17.7% | +34.3% | +42.7% |
| 1Y | +22.1% | +8.4% | +13.7% | +15.7% |
| 3Y | -22.8% | -36.6% | +13.8% | -21.0% |
| 5Y | -3.4% | -19.1% | +15.7% | -9.1% |
| 10Y | +47.4% | +262.8% | -215.5% | -9.5% |
| All | +632.8% | +997.6% | -364.8% | +159.3% |
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