+1,541.4%
ADP vs MOH
+1,302.1%
+239.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.2% | -1.2% | -3.1% |
| 7D | -5.5% | -3.3% | -2.1% | -5.0% |
| 30D | -1.2% | -0.1% | -1.2% | -1.3% |
| 3M | +17.9% | -1.1% | +18.9% | +17.7% |
| 6M | +20.3% | +35.9% | -15.6% | +14.2% |
| YTD | +5.8% | +13.1% | -7.3% | +2.2% |
| 1Y | -7.7% | +11.8% | -19.5% | -11.2% |
| 3Y | +14.7% | -38.7% | +53.5% | +17.7% |
| 5Y | +45.8% | -25.1% | +70.9% | +44.0% |
| 10Y | +270.5% | +243.8% | +26.7% | +185.6% |
| All | +1,541.4% | +1,302.1% | +239.2% | +872.2% |
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