+176.9%
MCD vs MOH
+264.4%
-87.4%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.0% | -2.2% | -0.5% |
| 7D | -1.2% | +1.7% | -2.9% | -1.5% |
| 30D | -7.8% | -0.9% | -6.9% | -7.7% |
| 3M | -10.7% | +5.7% | -16.4% | -11.6% |
| 6M | -21.3% | +39.1% | -60.4% | -25.2% |
| YTD | -15.8% | +17.7% | -33.4% | -18.9% |
| 1Y | -16.0% | +8.4% | -24.4% | -18.6% |
| 3Y | -3.0% | -36.6% | +33.6% | -0.6% |
| 5Y | +18.6% | -19.1% | +37.7% | +15.4% |
| All | +176.9% | +264.4% | -87.4% | +120.7% |
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