+1,053.3%
ADM vs MOH
+1,286.6%
-233.3%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.1% | +3.5% | +2.6% |
| 7D | +1.4% | -4.2% | +5.6% | +2.1% |
| 30D | +8.2% | -2.4% | +10.6% | +8.5% |
| 3M | +8.7% | -4.4% | +13.1% | +9.1% |
| 6M | +29.1% | +32.9% | -3.9% | +22.4% |
| YTD | +53.7% | +11.9% | +41.8% | +48.2% |
| 1Y | +43.2% | +6.9% | +36.3% | +38.3% |
| 3Y | +21.4% | -39.4% | +60.8% | +24.8% |
| 5Y | +67.1% | -25.0% | +92.1% | +64.4% |
| 10Y | +176.6% | +244.9% | -68.3% | +99.6% |
| All | +1,053.3% | +1,286.6% | -233.3% | +525.1% |
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