+744.5%
XLU vs MOH
+1,358.8%
-614.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.0% | -2.3% | -0.5% |
| 7D | -1.6% | +1.7% | -3.3% | -1.8% |
| 30D | -3.3% | -0.9% | -2.4% | -3.3% |
| 3M | -3.2% | +5.7% | -8.9% | -4.0% |
| 6M | -7.0% | +39.1% | -46.1% | -10.8% |
| YTD | +0.6% | +17.7% | -17.1% | -2.5% |
| 1Y | +2.4% | +8.4% | -5.9% | -0.2% |
| 3Y | +46.3% | -36.6% | +82.8% | +48.2% |
| 5Y | +44.0% | -19.1% | +63.0% | +40.9% |
| 10Y | +140.1% | +262.8% | -122.8% | +94.0% |
| All | +744.5% | +1,358.8% | -614.3% | +463.4% |
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 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