+139.9%
XLC vs MOH
+101.4%
+38.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.5% | -0.5% |
| 7D | -1.4% | -4.2% | +2.8% | -0.8% |
| 30D | -0.9% | -2.4% | +1.5% | -0.6% |
| 3M | -0.3% | -4.4% | +4.1% | +0.1% |
| 6M | -5.2% | +32.9% | -38.1% | -9.8% |
| YTD | -5.3% | +11.9% | -17.2% | -8.4% |
| 1Y | -2.8% | +6.9% | -9.7% | -5.9% |
| 3Y | +71.2% | -39.4% | +110.6% | +76.0% |
| 5Y | +37.6% | -25.0% | +62.5% | +32.3% |
| All | +139.9% | +101.4% | +38.5% | +78.4% |
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