+979.6%
MCHP vs MOH
+1,358.8%
-379.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.0% | +1.7% | +3.3% |
| 7D | 0.0% | +1.7% | -1.7% | -0.3% |
| 30D | -6.0% | -0.9% | -5.1% | -6.0% |
| 3M | -19.7% | +5.7% | -25.4% | -20.8% |
| 6M | +14.0% | +39.1% | -25.1% | +6.9% |
| YTD | +18.4% | +17.7% | +0.7% | +13.2% |
| 1Y | +17.1% | +8.4% | +8.7% | +12.9% |
| 3Y | +0.7% | -36.6% | +37.3% | +2.5% |
| 5Y | +5.1% | -19.1% | +24.2% | +1.2% |
| 10Y | +206.3% | +262.8% | -56.5% | +120.3% |
| All | +979.6% | +1,358.8% | -379.2% | +507.3% |
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