-25.2%
MOH vs DOC
-24.5%
-0.6%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.8% | +0.8% | -0.7% |
| 7D | +0.4% | -1.5% | +1.9% | +0.7% |
| 30D | +2.9% | -4.8% | +7.7% | +3.9% |
| 3M | +4.1% | +6.9% | -2.7% | +2.8% |
| 6M | +33.8% | +20.7% | +13.1% | +28.3% |
| YTD | +15.7% | +34.1% | -18.4% | +8.0% |
| 1Y | +17.5% | +22.6% | -5.1% | +12.1% |
| 3Y | -35.3% | +20.8% | -56.1% | -38.0% |
| All | -25.2% | -24.5% | -0.6% | -15.8% |
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 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