+18.9%
MLM vs MOH
-37.8%
+56.7%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.7% | -0.4% |
| 7D | +1.4% | -3.3% | +4.7% | +1.6% |
| 30D | -6.5% | -0.1% | -6.4% | -6.5% |
| 3M | -7.4% | -1.1% | -6.4% | -7.5% |
| 6M | -15.8% | +35.9% | -51.7% | -17.4% |
| YTD | -17.4% | +13.1% | -30.5% | -18.6% |
| 1Y | -17.9% | +11.8% | -29.7% | -19.2% |
| 3Y | +18.9% | -38.7% | +57.6% | +16.6% |
| All | +18.9% | -37.8% | +56.7% | +16.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling