+1,356.0%
MOH vs EXEL
+658.5%
+697.5%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.1% | -2.2% | -1.3% |
| 7D | -4.2% | -0.3% | -3.8% | -4.1% |
| 30D | -2.4% | +10.1% | -12.5% | -4.0% |
| 3M | -4.4% | +10.1% | -14.5% | -6.1% |
| 6M | +32.9% | +37.7% | -4.7% | +25.5% |
| YTD | +11.9% | +33.1% | -21.2% | +5.8% |
| 1Y | +6.9% | +52.4% | -45.4% | -1.8% |
| 3Y | -39.4% | +163.8% | -203.2% | -50.6% |
| 5Y | -25.0% | +198.5% | -223.5% | -41.2% |
| 10Y | +244.9% | +386.9% | -142.0% | +128.7% |
| All | +1,356.0% | +658.5% | +697.5% | +499.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling