+51.2%
JD vs MOH
+372.8%
-321.6%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.2% | +0.2% | -1.7% |
| 7D | -0.8% | -3.3% | +2.5% | -0.3% |
| 30D | -16.0% | -0.1% | -16.0% | -16.1% |
| 3M | -3.2% | -1.1% | -2.1% | -3.3% |
| 6M | +6.1% | +35.9% | -29.8% | +0.3% |
| YTD | -0.1% | +13.1% | -13.2% | -3.8% |
| 1Y | -12.7% | +11.8% | -24.6% | -16.4% |
| 3Y | -6.3% | -38.7% | +32.4% | -3.7% |
| 5Y | -61.3% | -25.1% | -36.2% | -62.5% |
| 10Y | +17.6% | +243.8% | -226.2% | -21.5% |
| All | +51.2% | +372.8% | -321.6% | -23.3% |
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