+206.7%
MDT vs MOH
+1,358.8%
-1,152.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.0% | -2.7% | -1.0% |
| 7D | -3.4% | +1.7% | -5.1% | -3.7% |
| 30D | +0.2% | -0.9% | +1.1% | +0.3% |
| 3M | +14.3% | +5.7% | +8.5% | +13.0% |
| 6M | +4.0% | +39.1% | -35.1% | -1.7% |
| YTD | -3.7% | +17.7% | -21.4% | -7.6% |
| 1Y | -0.4% | +8.4% | -8.7% | -3.6% |
| 3Y | +23.3% | -36.6% | +59.9% | +25.7% |
| 5Y | -18.9% | -19.1% | +0.2% | -21.1% |
| 10Y | +39.2% | +262.8% | -223.7% | +4.6% |
| All | +206.7% | +1,358.8% | -1,152.1% | +94.6% |
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 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