-35.8%
MOH vs DOC
+20.8%
-56.6%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.8% | +0.8% | -0.8% |
| 7D | +0.4% | -1.5% | +1.9% | +0.6% |
| 30D | +2.9% | -4.8% | +7.7% | +3.5% |
| 3M | +4.1% | +6.9% | -2.7% | +3.4% |
| 6M | +33.8% | +20.7% | +13.1% | +30.9% |
| YTD | +15.7% | +34.1% | -18.4% | +11.4% |
| 1Y | +17.5% | +22.6% | -5.1% | +14.6% |
| All | -35.8% | +20.8% | -56.6% | -36.4% |
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 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