+427.0%
MCK vs MOH
+264.4%
+162.7%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.0% | -1.9% | -0.3% |
| 7D | -2.9% | +1.7% | -4.6% | -3.2% |
| 30D | +0.4% | -0.9% | +1.3% | +0.6% |
| 3M | +12.1% | +5.7% | +6.4% | +10.4% |
| 6M | -5.4% | +39.1% | -44.6% | -12.1% |
| YTD | +7.8% | +17.7% | -9.9% | +2.1% |
| 1Y | +22.9% | +8.4% | +14.6% | +17.4% |
| 3Y | +110.7% | -36.6% | +147.3% | +117.7% |
| 5Y | +346.2% | -19.1% | +365.3% | +329.9% |
| All | +427.0% | +264.4% | +162.7% | +289.7% |
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