+707.3%
XLB vs MOH
+1,286.6%
-579.4%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.1% | 0.0% | -0.9% |
| 7D | -2.9% | -4.2% | +1.2% | -2.2% |
| 30D | -3.4% | -2.4% | -1.0% | -3.1% |
| 3M | +1.6% | -4.4% | +6.0% | +2.0% |
| 6M | +3.6% | +32.9% | -29.3% | -2.3% |
| YTD | +14.2% | +11.9% | +2.4% | +9.6% |
| 1Y | +15.6% | +6.9% | +8.7% | +11.0% |
| 3Y | +33.1% | -39.4% | +72.5% | +36.5% |
| 5Y | +35.0% | -25.0% | +60.0% | +31.5% |
| 10Y | +164.5% | +244.9% | -80.3% | +83.8% |
| All | +707.3% | +1,286.6% | -579.4% | +296.8% |
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 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