-25.3%
MDB vs MOH
-19.7%
-5.7%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +2.0% | -5.1% | -3.3% |
| 7D | -1.8% | +1.7% | -3.5% | -1.9% |
| 30D | -17.3% | -0.9% | -16.4% | -17.2% |
| 3M | +2.2% | +5.7% | -3.5% | +1.6% |
| 6M | +33.9% | +39.1% | -5.3% | +29.2% |
| YTD | -13.7% | +17.7% | -31.4% | -16.0% |
| 1Y | +9.1% | +8.4% | +0.7% | +6.9% |
| 3Y | -8.1% | -36.6% | +28.4% | -7.4% |
| All | -25.3% | -19.7% | -5.7% | -30.5% |
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 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