-36.6%
MOH vs DD
+41.1%
-77.7%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.3% | +2.2% | +2.0% |
| 7D | +1.7% | -3.5% | +5.2% | +1.8% |
| 30D | -0.9% | -11.7% | +10.8% | -0.4% |
| 3M | +5.7% | -9.2% | +14.9% | +6.1% |
| 6M | +39.1% | -7.2% | +46.3% | +39.4% |
| YTD | +17.7% | +6.6% | +11.1% | +16.4% |
| 1Y | +8.4% | +32.0% | -23.6% | +5.5% |
| 3Y | -36.6% | +42.1% | -78.7% | -39.4% |
| All | -36.6% | +41.1% | -77.7% | -39.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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