+490.9%
MMM vs MOH
+1,302.1%
-811.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.2% | +1.6% | -0.3% |
| 7D | -1.6% | -3.3% | +1.7% | -1.2% |
| 30D | -8.0% | -0.1% | -7.9% | -8.1% |
| 3M | +9.4% | -1.1% | +10.4% | +9.2% |
| 6M | +10.2% | +35.9% | -25.6% | +5.0% |
| YTD | +6.1% | +13.1% | -7.0% | +2.6% |
| 1Y | +10.8% | +11.8% | -1.0% | +6.6% |
| 3Y | +104.8% | -38.7% | +143.5% | +108.9% |
| 5Y | +27.0% | -25.1% | +52.1% | +24.5% |
| 10Y | +53.8% | +243.8% | -190.1% | +16.0% |
| All | +490.9% | +1,302.1% | -811.2% | +243.5% |
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