+143.4%
MLM vs MOH
+310.6%
-167.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.5% | -2.0% | -0.8% |
| 7D | -2.9% | -0.7% | -2.1% | -2.8% |
| 30D | +10.4% | +4.8% | +5.6% | +9.4% |
| 3M | -3.7% | +3.8% | -7.5% | -4.7% |
| 6M | -10.3% | +11.0% | -21.2% | -12.6% |
| YTD | -14.8% | +18.9% | -33.7% | -19.5% |
| 1Y | -13.9% | +46.5% | -60.3% | -22.1% |
| 3Y | +18.4% | -42.4% | +60.7% | +24.3% |
| 5Y | +31.8% | -31.8% | +63.6% | +31.0% |
| 10Y | +143.4% | +309.6% | -166.2% | +62.2% |
| All | +143.4% | +310.6% | -167.2% | +62.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling