+244.8%
NEE vs MOH
+264.4%
-19.5%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.0% | -2.1% | -0.4% |
| 7D | -1.3% | +1.7% | -3.1% | -1.6% |
| 30D | -3.3% | -0.9% | -2.4% | -3.3% |
| 3M | -2.3% | +5.7% | -8.0% | -3.3% |
| 6M | -8.9% | +39.1% | -48.0% | -13.6% |
| YTD | +4.8% | +17.7% | -12.9% | +0.7% |
| 1Y | +18.7% | +8.4% | +10.3% | +14.9% |
| 3Y | +33.2% | -36.6% | +69.8% | +36.0% |
| 5Y | +10.9% | -19.1% | +29.9% | +7.5% |
| All | +244.8% | +264.4% | -19.5% | +167.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling