+42.6%
XLP vs MOH
-32.7%
+75.2%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.3% | 0.0% |
| 7D | +2.3% | -0.7% | +3.1% | +2.4% |
| 30D | +9.1% | +4.8% | +4.3% | +8.6% |
| 3M | +7.9% | +3.8% | +4.1% | +7.4% |
| 6M | +9.6% | +11.0% | -1.4% | +8.3% |
| YTD | +19.4% | +18.9% | +0.5% | +16.5% |
| 1Y | +22.4% | +46.5% | -24.1% | +16.7% |
| 3Y | +43.2% | -42.4% | +85.6% | +49.4% |
| 5Y | +42.6% | -31.8% | +74.4% | +40.4% |
| All | +42.6% | -32.7% | +75.2% | +40.4% |
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 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