+1,850.9%
MLM vs MOH
+1,334.3%
+516.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.2% | +1.3% |
| 7D | -2.9% | +0.4% | -3.3% | -3.0% |
| 30D | -6.8% | +2.9% | -9.7% | -7.4% |
| 3M | -11.2% | +4.1% | -15.4% | -12.4% |
| 6M | -21.8% | +33.8% | -55.7% | -27.0% |
| YTD | -17.0% | +15.7% | -32.7% | -21.3% |
| 1Y | -16.4% | +17.5% | -33.9% | -21.7% |
| 3Y | +14.5% | -35.3% | +49.8% | +16.2% |
| 5Y | +41.7% | -26.9% | +68.7% | +38.9% |
| 10Y | +200.0% | +262.9% | -62.9% | +96.5% |
| All | +1,850.9% | +1,334.3% | +516.6% | +677.6% |
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 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