+200.9%
MLM vs MOH
+246.4%
-45.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.1% | -0.7% | -1.6% |
| 7D | -2.7% | -4.2% | +1.5% | -2.0% |
| 30D | -8.3% | -2.4% | -6.0% | -8.0% |
| 3M | -12.0% | -4.4% | -7.6% | -11.6% |
| 6M | -17.6% | +32.9% | -50.6% | -22.2% |
| YTD | -18.9% | +11.9% | -30.7% | -22.1% |
| 1Y | -17.6% | +6.9% | -24.6% | -20.8% |
| 3Y | +16.8% | -39.4% | +56.2% | +20.3% |
| 5Y | +41.0% | -25.0% | +66.0% | +37.3% |
| All | +200.9% | +246.4% | -45.5% | +129.9% |
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