+701.7%
XLP vs MOH
+1,373.9%
-672.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +8.5% |
| 3M | +7.9% | +3.8% | +4.1% | +7.3% |
| 6M | +9.6% | +11.0% | -1.4% | +8.1% |
| YTD | +19.4% | +18.9% | +0.5% | +15.9% |
| 1Y | +22.4% | +46.5% | -24.1% | +16.1% |
| 3Y | +43.2% | -42.4% | +85.6% | +46.7% |
| 5Y | +42.6% | -31.8% | +74.4% | +42.5% |
| 10Y | +135.4% | +309.6% | -174.2% | +91.7% |
| All | +701.7% | +1,373.9% | -672.2% | +447.8% |
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