+24.3%
XLP vs MOH
+53.5%
-29.2%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +8.9% | -5.6% | +2.9% |
| 7D | +5.9% | +14.3% | -8.4% | +5.1% |
| 30D | +13.5% | +16.7% | -3.2% | +12.6% |
| 3M | +8.4% | +18.3% | -9.9% | +7.6% |
| 6M | +11.5% | +15.8% | -4.3% | +10.7% |
| YTD | +20.6% | +30.5% | -9.8% | +18.2% |
| 1Y | +24.3% | +49.3% | -25.0% | +20.1% |
| All | +24.3% | +53.5% | -29.2% | +20.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling