+439.2%
XYL vs MOH
+1,191.8%
-752.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.0% | -1.6% | +0.1% |
| 7D | +1.2% | +1.7% | -0.5% | +0.9% |
| 30D | -11.9% | -0.9% | -11.1% | -11.9% |
| 3M | -1.5% | +5.7% | -7.3% | -2.6% |
| 6M | -11.9% | +39.1% | -51.0% | -16.5% |
| YTD | -20.6% | +17.7% | -38.3% | -23.7% |
| 1Y | -23.5% | +8.4% | -31.9% | -26.1% |
| 3Y | +14.9% | -36.6% | +51.4% | +16.7% |
| 5Y | -15.3% | -19.1% | +3.8% | -17.9% |
| 10Y | +148.6% | +262.8% | -114.2% | +95.5% |
| All | +439.2% | +1,191.8% | -752.6% | +279.9% |
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