+2,133.2%
MCD vs MOH
+1,396.4%
+736.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +0.3% |
| 6M | 0.0% | +9.1% | -9.1% | -1.4% |
| YTD | -9.3% | +20.7% | -30.0% | -12.5% |
| 1Y | -9.3% | +51.3% | -60.6% | -14.8% |
| 3Y | +8.6% | -42.0% | +50.6% | +11.6% |
| 5Y | +21.9% | -33.1% | +55.0% | +22.2% |
| 10Y | +202.8% | +340.8% | -138.0% | +141.3% |
| All | +2,133.2% | +1,396.4% | +736.8% | +1,460.5% |
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