+226.0%
XLE vs MOH
-23.8%
+249.7%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.2% | -3.7% | -0.8% |
| 7D | +0.5% | -1.3% | +1.8% | +0.6% |
| 30D | +6.6% | +3.0% | +3.6% | +6.3% |
| 3M | +12.3% | +1.2% | +11.1% | +12.0% |
| 6M | +18.4% | +41.7% | -23.3% | +15.6% |
| YTD | +47.2% | +15.4% | +31.8% | +44.9% |
| 1Y | +50.3% | +11.8% | +38.5% | +47.8% |
| 3Y | +55.3% | -37.5% | +92.8% | +56.0% |
| 5Y | +226.0% | -20.6% | +246.6% | +206.0% |
| All | +226.0% | -23.8% | +249.7% | +206.0% |
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