+84.2%
DOCN vs MOH
-13.4%
+97.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -2.7% | +10.7% | +8.2% |
| 7D | -12.8% | -2.4% | -10.3% | -12.6% |
| 30D | -41.9% | +3.3% | -45.2% | -42.1% |
| 3M | -36.9% | +3.5% | -40.4% | -37.2% |
| 6M | -52.2% | +9.4% | -61.6% | -52.8% |
| YTD | +62.7% | +17.2% | +45.5% | +57.5% |
| 1Y | +58.2% | +33.7% | +24.5% | +50.3% |
| 3Y | +219.5% | -42.3% | +261.8% | +234.5% |
| 5Y | -32.9% | -33.4% | +0.5% | -35.3% |
| All | +84.2% | -13.4% | +97.6% | +77.7% |
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