+1,912.3%
MLM vs MOH
+1,352.5%
+559.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.7% | +5.2% | +3.0% |
| 7D | -3.8% | -2.4% | -1.4% | -3.4% |
| 30D | +11.0% | +3.3% | +7.7% | +10.2% |
| 3M | -3.1% | +3.5% | -6.6% | -4.1% |
| 6M | -9.8% | +9.4% | -19.2% | -12.2% |
| YTD | -14.4% | +17.2% | -31.5% | -19.3% |
| 1Y | -12.6% | +33.7% | -46.3% | -19.9% |
| 3Y | +19.7% | -42.3% | +62.0% | +24.5% |
| 5Y | +29.8% | -33.4% | +63.2% | +29.6% |
| 10Y | +153.5% | +310.9% | -157.4% | +62.8% |
| All | +1,912.3% | +1,352.5% | +559.8% | +698.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling