+138.8%
MLM vs MOH
+339.2%
-200.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.7% |
| 7D | -0.9% | +0.2% | -1.1% | -0.9% |
| 30D | +9.0% | +0.1% | +8.9% | +8.9% |
| 3M | -5.6% | +1.8% | -7.4% | -6.1% |
| 6M | -10.7% | +9.1% | -19.8% | -12.8% |
| YTD | -17.2% | +20.7% | -37.9% | -22.0% |
| 1Y | -14.2% | +51.3% | -65.5% | -22.8% |
| 3Y | +15.6% | -42.0% | +57.6% | +21.3% |
| 5Y | +26.2% | -33.1% | +59.4% | +26.2% |
| All | +138.8% | +339.2% | -200.4% | +58.5% |
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 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