-61.8%
JD vs MOH
-23.8%
-38.0%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.2% | -3.1% | -0.1% |
| 7D | -2.6% | -1.3% | -1.3% | -2.5% |
| 30D | -15.4% | +3.0% | -18.3% | -15.5% |
| 3M | -5.0% | +1.2% | -6.2% | -5.2% |
| 6M | +0.9% | +41.7% | -40.8% | -1.8% |
| YTD | -2.5% | +15.4% | -17.9% | -4.0% |
| 1Y | -16.0% | +11.8% | -27.8% | -17.5% |
| 3Y | -8.5% | -37.5% | +29.0% | -7.1% |
| 5Y | -61.8% | -20.6% | -41.1% | -63.0% |
| All | -61.8% | -23.8% | -38.0% | -63.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling