+298.8%
MXL vs MOH
+1,106.6%
-807.8%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +2.0% | +5.6% | +7.2% |
| 7D | +18.9% | +1.7% | +17.1% | +18.5% |
| 30D | +0.3% | -0.9% | +1.2% | +0.4% |
| 3M | -8.0% | +5.7% | -13.7% | -9.0% |
| 6M | +341.2% | +39.1% | +302.1% | +316.7% |
| YTD | +327.8% | +17.7% | +310.1% | +308.9% |
| 1Y | +364.9% | +8.4% | +356.5% | +347.0% |
| 3Y | +229.2% | -36.6% | +265.8% | +225.7% |
| 5Y | +42.8% | -19.1% | +61.9% | +31.2% |
| 10Y | +303.1% | +262.8% | +40.3% | +149.1% |
| All | +298.8% | +1,106.6% | -807.8% | +38.5% |
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