-32.2%
MOH vs DOC
-21.4%
-10.8%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.1% |
| 7D | +0.2% | -0.9% | +1.1% | +0.4% |
| 30D | +0.1% | +7.7% | -7.6% | -1.5% |
| 3M | +1.8% | -2.0% | +3.8% | +2.2% |
| 6M | +9.1% | +5.9% | +3.3% | +7.8% |
| YTD | +20.7% | +31.8% | -11.1% | +13.0% |
| 1Y | +51.3% | +22.5% | +28.7% | +44.0% |
| 3Y | -42.0% | +54.7% | -96.7% | -48.8% |
| All | -32.2% | -21.4% | -10.8% | -23.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling