+40.3%
XLC vs MOH
-19.7%
+60.0%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.0% | -1.0% | +0.8% |
| 7D | +0.5% | +1.7% | -1.2% | +0.4% |
| 30D | +2.1% | -0.9% | +3.0% | +2.2% |
| 3M | +0.7% | +5.7% | -5.0% | +0.2% |
| 6M | -3.2% | +39.1% | -42.3% | -5.8% |
| YTD | -3.8% | +17.7% | -21.5% | -5.6% |
| 1Y | -2.0% | +8.4% | -10.4% | -3.5% |
| 3Y | +71.4% | -36.6% | +107.9% | +73.4% |
| All | +40.3% | -19.7% | +60.0% | +30.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling