+14.6%
AMCR vs MOH
+264.4%
-249.7%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.0% | -3.6% | -1.8% |
| 7D | -6.3% | +1.7% | -8.0% | -6.5% |
| 30D | -7.8% | -0.9% | -6.9% | -7.7% |
| 3M | +7.5% | +5.7% | +1.8% | +6.6% |
| 6M | +2.7% | +39.1% | -36.4% | -1.8% |
| YTD | +6.0% | +17.7% | -11.7% | +2.6% |
| 1Y | +7.8% | +8.4% | -0.6% | +4.8% |
| 3Y | +5.8% | -36.6% | +42.4% | +7.6% |
| 5Y | -11.6% | -19.1% | +7.5% | -14.0% |
| All | +14.6% | +264.4% | -249.7% | -0.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling