-10.5%
MLM vs MOH
+53.5%
-64.0%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +8.9% | -6.6% | +2.0% |
| 7D | +9.1% | +14.3% | -5.2% | +8.7% |
| 30D | +14.6% | +16.7% | -2.0% | +14.1% |
| 3M | +0.3% | +18.3% | -18.0% | -0.2% |
| 6M | -7.5% | +15.8% | -23.3% | -7.9% |
| YTD | -10.2% | +30.5% | -40.7% | -12.7% |
| 1Y | -10.5% | +49.3% | -59.8% | -14.6% |
| All | -10.5% | +53.5% | -64.0% | -14.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling