+702.0%
XLP vs MOH
+1,398.9%
-696.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.5% |
| 7D | -0.2% | -3.1% | +2.9% | +0.1% |
| 30D | +8.2% | +0.2% | +8.0% | +8.1% |
| 3M | +7.7% | +1.8% | +5.9% | +7.4% |
| 6M | +9.3% | +9.5% | -0.2% | +7.9% |
| YTD | +19.5% | +20.9% | -1.4% | +15.7% |
| 1Y | +21.0% | +48.8% | -27.8% | +14.6% |
| 3Y | +43.2% | -41.4% | +84.6% | +46.5% |
| 5Y | +42.7% | -33.0% | +75.7% | +42.9% |
| 10Y | +135.7% | +341.5% | -205.8% | +90.6% |
| All | +702.0% | +1,398.9% | -696.9% | +447.0% |
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