+1,886.3%
MLM vs MOH
+1,394.6%
+491.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.4% | -2.2% | -1.0% |
| 7D | -5.8% | -7.6% | +1.8% | -4.4% |
| 30D | +9.8% | +2.4% | +7.4% | +9.2% |
| 3M | -5.2% | +7.6% | -12.7% | -6.9% |
| 6M | -10.3% | +13.0% | -23.3% | -13.2% |
| YTD | -15.5% | +20.6% | -36.0% | -20.8% |
| 1Y | -15.0% | +45.8% | -60.8% | -23.5% |
| 3Y | +17.5% | -41.6% | +59.0% | +21.9% |
| 5Y | +30.5% | -33.1% | +63.6% | +30.3% |
| 10Y | +145.5% | +340.2% | -194.7% | +55.5% |
| All | +1,886.3% | +1,394.6% | +491.7% | +683.3% |
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