+918.7%
XLE vs MOH
+1,302.1%
-383.5%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.2% | +3.3% | +1.5% |
| 7D | 0.0% | -3.3% | +3.3% | +0.6% |
| 30D | +12.6% | -0.1% | +12.7% | +12.6% |
| 3M | +11.8% | -1.1% | +12.9% | +11.6% |
| 6M | +16.1% | +35.9% | -19.8% | +9.0% |
| YTD | +46.9% | +13.1% | +33.7% | +40.7% |
| 1Y | +53.3% | +11.8% | +41.4% | +46.0% |
| 3Y | +54.9% | -38.7% | +93.7% | +58.3% |
| 5Y | +225.7% | -25.1% | +250.8% | +215.7% |
| 10Y | +170.7% | +243.8% | -73.2% | +85.8% |
| All | +918.7% | +1,302.1% | -383.5% | +386.1% |
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