+200.6%
MLM vs MOH
+257.3%
-56.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.2% | -3.3% | -0.6% |
| 7D | -1.3% | -1.3% | 0.0% | -1.1% |
| 30D | -9.1% | +3.0% | -12.1% | -9.6% |
| 3M | -9.0% | +1.2% | -10.2% | -9.5% |
| 6M | -17.0% | +41.7% | -58.8% | -22.5% |
| YTD | -19.0% | +15.4% | -34.4% | -22.6% |
| 1Y | -18.1% | +11.8% | -29.9% | -21.8% |
| 3Y | +16.7% | -37.5% | +54.2% | +19.6% |
| 5Y | +40.2% | -20.6% | +60.9% | +35.1% |
| All | +200.6% | +257.3% | -56.7% | +128.5% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling