+770.5%
MOH vs XME
+227.9%
+542.6%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.0% | +3.0% | +2.2% |
| 7D | +1.7% | -4.2% | +5.9% | +2.8% |
| 30D | -0.9% | -2.7% | +1.8% | -0.4% |
| 3M | +5.7% | -3.9% | +9.6% | +6.3% |
| 6M | +39.1% | -1.0% | +40.1% | +37.5% |
| YTD | +17.7% | +9.8% | +7.9% | +11.8% |
| 1Y | +8.4% | +32.5% | -24.2% | -3.2% |
| 3Y | -36.6% | +124.3% | -160.9% | -53.1% |
| 5Y | -19.1% | +165.8% | -184.9% | -45.1% |
| 10Y | +262.8% | +411.8% | -149.0% | +85.9% |
| All | +770.5% | +227.9% | +542.6% | +303.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 XME 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