+57.4%
XLE vs MOH
-37.5%
+94.9%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.2% | -3.7% | -0.6% |
| 7D | +0.5% | -1.3% | +1.8% | +0.5% |
| 30D | +6.6% | +3.0% | +3.6% | +6.5% |
| 3M | +12.3% | +1.2% | +11.1% | +12.2% |
| 6M | +18.4% | +41.7% | -23.3% | +17.7% |
| YTD | +47.2% | +15.4% | +31.8% | +46.5% |
| 1Y | +50.3% | +11.8% | +38.5% | +49.5% |
| All | +57.4% | -37.5% | +94.9% | +54.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling