-31.5%
MOH vs DOC
-21.4%
-10.0%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.7% | -4.2% | -3.7% |
| 7D | +2.1% | +6.5% | -4.4% | +0.7% |
| 30D | +7.3% | +9.2% | -1.9% | +5.3% |
| 3M | +8.9% | -2.5% | +11.4% | +9.4% |
| 6M | +5.8% | +7.1% | -1.2% | +4.3% |
| YTD | +20.4% | +33.0% | -12.6% | +12.5% |
| 1Y | +42.1% | +23.3% | +18.8% | +35.2% |
| 3Y | -40.0% | +44.9% | -85.0% | -46.0% |
| All | -31.5% | -21.4% | -10.0% | -23.0% |
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