+20.8%
MCD vs MOH
-33.1%
+53.9%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.6% |
| 7D | -1.6% | +0.2% | -1.9% | -1.7% |
| 30D | +14.1% | +0.1% | +14.0% | +14.1% |
| 3M | +0.6% | +1.8% | -1.2% | +0.4% |
| 6M | 0.0% | +9.1% | -9.1% | -1.1% |
| YTD | -9.3% | +20.7% | -30.0% | -12.1% |
| 1Y | -9.3% | +51.3% | -60.6% | -14.6% |
| 3Y | +8.6% | -42.0% | +50.6% | +13.8% |
| All | +20.8% | -33.1% | +53.9% | +20.6% |
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 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