-5.2%
MDB vs MOH
-37.5%
+32.3%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +3.2% | +1.2% | +4.3% |
| 7D | -2.8% | -1.3% | -1.5% | -2.8% |
| 30D | -14.9% | +3.0% | -17.8% | -14.8% |
| 3M | +7.3% | +1.2% | +6.1% | +7.6% |
| 6M | +38.2% | +41.7% | -3.5% | +39.8% |
| YTD | -10.9% | +15.4% | -26.3% | -10.3% |
| 1Y | +11.6% | +11.8% | -0.1% | +12.5% |
| All | -5.2% | -37.5% | +32.3% | -9.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling