+11.8%
MOH vs DOC
+20.2%
-8.4%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.6% | -2.1% |
| 7D | -3.3% | -1.5% | -1.8% | -3.1% |
| 30D | -0.1% | -3.7% | +3.7% | +0.5% |
| 3M | -1.1% | +5.2% | -6.3% | -1.4% |
| 6M | +35.9% | +22.5% | +13.4% | +33.2% |
| YTD | +13.1% | +33.2% | -20.1% | +6.9% |
| 1Y | +11.8% | +19.8% | -8.0% | +10.4% |
| All | +11.8% | +20.2% | -8.4% | +10.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling