-36.6%
MOH vs EXEL
+154.7%
-191.3%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.3% | +4.3% | +2.0% |
| 7D | +1.7% | -4.9% | +6.6% | +1.8% |
| 30D | -0.9% | +11.4% | -12.3% | -1.2% |
| 3M | +5.7% | +4.9% | +0.8% | +5.6% |
| 6M | +39.1% | +34.4% | +4.7% | +38.4% |
| YTD | +17.7% | +28.0% | -10.4% | +17.1% |
| 1Y | +8.4% | +43.6% | -35.3% | +7.4% |
| 3Y | -36.6% | +155.2% | -191.8% | -40.0% |
| All | -36.6% | +154.7% | -191.3% | -40.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 3y: compounded portfolio wealth divided by compounded EXEL 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…
3y analysis · Full analysis span regression · 6 months rolling