+1,172.7%
ORCL vs MOH
+1,396.4%
-223.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.4% |
| 7D | +8.0% | +0.2% | +7.7% | +7.9% |
| 30D | -4.0% | +0.1% | -4.1% | -4.2% |
| 3M | -19.5% | +1.8% | -21.3% | -20.0% |
| 6M | -33.5% | +9.1% | -42.6% | -34.7% |
| YTD | -34.8% | +20.7% | -55.5% | -38.0% |
| 1Y | -41.6% | +51.3% | -92.9% | -46.4% |
| 3Y | +13.8% | -42.0% | +55.8% | +16.5% |
| 5Y | +43.4% | -33.1% | +76.5% | +42.0% |
| 10Y | +268.8% | +340.8% | -71.9% | +156.9% |
| All | +1,172.7% | +1,396.4% | -223.6% | +617.5% |
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