+1,402.1%
MOH vs DD
+352.0%
+1,050.1%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.5% | +3.6% | +3.3% |
| 7D | -1.3% | -2.9% | +1.6% | -0.3% |
| 30D | +3.0% | -11.5% | +14.4% | +7.1% |
| 3M | +1.2% | -5.4% | +6.6% | +2.8% |
| 6M | +41.7% | -6.9% | +48.6% | +43.7% |
| YTD | +15.4% | +6.9% | +8.5% | +10.7% |
| 1Y | +11.8% | +35.6% | -23.8% | -1.6% |
| 3Y | -37.5% | +42.5% | -80.0% | -48.0% |
| 5Y | -20.6% | +58.5% | -79.1% | -38.2% |
| 10Y | +255.8% | +65.7% | +190.1% | +150.8% |
| All | +1,402.1% | +352.0% | +1,050.1% | +652.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling