+752.4%
BDX vs MOH
+1,358.8%
-606.3%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.0% | -1.2% | +0.5% |
| 7D | -3.2% | +1.7% | -4.9% | -3.4% |
| 30D | -2.5% | -0.9% | -1.7% | -2.5% |
| 3M | +21.4% | +5.7% | +15.7% | +20.2% |
| 6M | +10.4% | +39.1% | -28.7% | +4.9% |
| YTD | +18.8% | +17.7% | +1.2% | +14.4% |
| 1Y | +21.7% | +8.4% | +13.3% | +18.0% |
| 3Y | -10.0% | -36.6% | +26.6% | -8.1% |
| 5Y | -1.8% | -19.1% | +17.3% | -3.7% |
| 10Y | +58.8% | +262.8% | -204.1% | +25.2% |
| All | +752.4% | +1,358.8% | -606.3% | +420.9% |
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