+143.7%
XLC vs MOH
+111.8%
+31.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.0% | -1.0% | +0.7% |
| 7D | +0.5% | +1.7% | -1.2% | +0.3% |
| 30D | +2.1% | -0.9% | +3.0% | +2.2% |
| 3M | +0.7% | +5.7% | -5.0% | -0.4% |
| 6M | -3.2% | +39.1% | -42.3% | -8.5% |
| YTD | -3.8% | +17.7% | -21.5% | -7.6% |
| 1Y | -2.0% | +8.4% | -10.4% | -5.3% |
| 3Y | +71.4% | -36.6% | +107.9% | +75.0% |
| 5Y | +40.7% | -19.1% | +59.8% | +33.5% |
| All | +143.7% | +111.8% | +31.9% | +79.9% |
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