-11.9%
XYL vs MOH
+44.5%
-56.4%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.0% | -1.6% | +0.3% |
| 7D | +1.2% | +1.7% | -0.5% | +1.2% |
| 30D | -11.9% | -0.9% | -11.1% | -11.9% |
| 3M | -1.5% | +5.7% | -7.3% | -2.1% |
| 6M | -11.9% | +39.1% | -51.0% | -13.8% |
| All | -11.9% | +44.5% | -56.4% | -13.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling