+40.4%
MXL vs MOH
-19.7%
+60.1%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +2.0% | +5.6% | +7.7% |
| 7D | +18.9% | +1.7% | +17.1% | +19.0% |
| 30D | +0.3% | -0.9% | +1.2% | +0.3% |
| 3M | -8.0% | +5.7% | -13.7% | -7.5% |
| 6M | +341.2% | +39.1% | +302.1% | +356.2% |
| YTD | +327.8% | +17.7% | +310.1% | +337.5% |
| 1Y | +364.9% | +8.4% | +356.5% | +372.4% |
| 3Y | +229.2% | -36.6% | +265.8% | +226.2% |
| All | +40.4% | -19.7% | +60.1% | +25.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling