+30.8%
XLV vs MOH
-36.3%
+67.0%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.0% | -2.2% | -0.4% |
| 7D | -3.6% | +1.7% | -5.3% | -3.7% |
| 30D | -1.8% | -0.9% | -0.9% | -1.8% |
| 3M | +7.8% | +5.7% | +2.1% | +7.0% |
| 6M | +9.1% | +39.1% | -30.0% | +5.6% |
| YTD | +7.7% | +17.7% | -10.0% | +5.1% |
| 1Y | +20.4% | +8.4% | +12.0% | +18.1% |
| 3Y | +30.8% | -36.6% | +67.3% | +34.0% |
| All | +30.8% | -36.3% | +67.0% | +34.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling