+1,882.8%
NEE vs MOH
+1,330.6%
+552.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.2% | -3.4% | -0.6% |
| 7D | -1.9% | -1.3% | -0.6% | -1.8% |
| 30D | -3.1% | +3.0% | -6.1% | -3.5% |
| 3M | -2.4% | +1.2% | -3.6% | -2.8% |
| 6M | -8.6% | +41.7% | -50.3% | -13.0% |
| YTD | +4.9% | +15.4% | -10.5% | +1.6% |
| 1Y | +19.4% | +11.8% | +7.6% | +15.5% |
| 3Y | +34.9% | -37.5% | +72.4% | +37.1% |
| 5Y | +11.0% | -20.6% | +31.7% | +8.9% |
| 10Y | +252.3% | +255.8% | -3.5% | +179.3% |
| All | +1,882.8% | +1,330.6% | +552.2% | +1,183.1% |
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