+713.7%
XLV vs MOH
+1,358.8%
-645.0%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.0% | -2.2% | -0.5% |
| 7D | -3.6% | +1.7% | -5.3% | -3.8% |
| 30D | -1.8% | -0.9% | -0.9% | -1.7% |
| 3M | +7.8% | +5.7% | +2.1% | +6.4% |
| 6M | +9.1% | +39.1% | -30.0% | +2.4% |
| YTD | +7.7% | +17.7% | -10.0% | +2.8% |
| 1Y | +20.4% | +8.4% | +12.0% | +15.8% |
| 3Y | +30.8% | -36.6% | +67.3% | +33.8% |
| 5Y | +34.6% | -19.1% | +53.7% | +31.1% |
| 10Y | +173.4% | +262.8% | -89.4% | +101.8% |
| All | +713.7% | +1,358.8% | -645.0% | +347.9% |
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