+31.3%
XLP vs MOH
-26.3%
+57.6%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | 0.0% | -1.1% |
| 7D | -2.9% | -4.2% | +1.3% | -2.5% |
| 30D | -2.2% | -2.4% | +0.1% | -2.1% |
| 3M | -0.6% | -4.4% | +3.8% | -0.3% |
| 6M | -2.2% | +32.9% | -35.1% | -4.9% |
| YTD | +8.3% | +11.9% | -3.6% | +6.2% |
| 1Y | +5.7% | +6.9% | -1.2% | +3.7% |
| 3Y | +25.7% | -39.4% | +65.1% | +28.7% |
| 5Y | +31.3% | -25.0% | +56.2% | +26.1% |
| All | +31.3% | -26.3% | +57.6% | +26.1% |
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 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