+310.9%
MOH vs DOC
+21.1%
+289.8%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.8% | -4.5% | -3.2% |
| 7D | -2.4% | +5.9% | -8.3% | -4.0% |
| 30D | +3.3% | +10.3% | -7.0% | +0.4% |
| 3M | +3.5% | -2.2% | +5.7% | +4.1% |
| 6M | +9.4% | +8.2% | +1.2% | +6.7% |
| YTD | +17.2% | +35.4% | -18.2% | +6.0% |
| 1Y | +33.7% | +23.6% | +10.1% | +24.4% |
| 3Y | -42.3% | +57.3% | -99.6% | -51.3% |
| 5Y | -33.4% | -19.6% | -13.8% | -30.4% |
| 10Y | +310.9% | +20.8% | +290.1% | +259.2% |
| All | +310.9% | +21.1% | +289.8% | +259.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 10y: compounded portfolio wealth divided by compounded DOC 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…
10y analysis · Full analysis span regression · 6 months rolling