+96.0%
MMM vs MOH
-37.5%
+133.5%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.2% | -4.1% | -1.0% |
| 7D | -3.2% | -1.3% | -1.9% | -3.2% |
| 30D | -10.7% | +3.0% | -13.6% | -10.7% |
| 3M | +4.3% | +1.2% | +3.1% | +4.1% |
| 6M | +5.9% | +41.7% | -35.8% | +4.7% |
| YTD | +3.2% | +15.4% | -12.3% | +2.4% |
| 1Y | +8.0% | +11.8% | -3.8% | +7.1% |
| All | +96.0% | -37.5% | +133.5% | +105.1% |
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