+16.5%
JD vs MOH
+264.4%
-247.8%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.0% | -1.8% | -0.1% |
| 7D | -4.2% | +1.7% | -6.0% | -4.5% |
| 30D | -14.4% | -0.9% | -13.5% | -14.3% |
| 3M | -3.6% | +5.7% | -9.3% | -4.6% |
| 6M | -0.3% | +39.1% | -39.4% | -5.3% |
| YTD | -2.4% | +17.7% | -20.0% | -6.0% |
| 1Y | -18.5% | +8.4% | -26.9% | -21.0% |
| 3Y | -7.0% | -36.6% | +29.5% | -4.9% |
| 5Y | -61.7% | -19.1% | -42.6% | -63.2% |
| All | +16.5% | +264.4% | -247.8% | -15.6% |
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