+208.4%
DOCN vs MOH
-14.7%
+223.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.2% | -4.4% | -1.5% |
| 7D | +19.8% | -1.3% | +21.1% | +19.9% |
| 30D | +8.4% | +3.0% | +5.5% | +8.1% |
| 3M | -23.6% | +1.2% | -24.8% | -23.8% |
| 6M | +111.3% | +41.7% | +69.6% | +103.6% |
| YTD | +172.3% | +15.4% | +156.9% | +164.3% |
| 1Y | +283.3% | +11.8% | +271.5% | +271.4% |
| 3Y | +388.1% | -37.5% | +425.6% | +391.4% |
| 5Y | +87.1% | -20.6% | +107.8% | +83.6% |
| All | +208.4% | -14.7% | +223.0% | +198.2% |
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 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