-40.7%
MOH vs DOC
+46.8%
-87.5%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.7% | -4.2% | -3.7% |
| 7D | +2.1% | +6.5% | -4.4% | +1.0% |
| 30D | +7.3% | +9.2% | -1.9% | +5.7% |
| 3M | +8.9% | -2.5% | +11.4% | +9.2% |
| 6M | +5.8% | +7.1% | -1.2% | +4.8% |
| YTD | +20.4% | +33.0% | -12.6% | +15.0% |
| 1Y | +42.1% | +23.3% | +18.8% | +37.5% |
| All | -40.7% | +46.8% | -87.5% | -41.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling