-31.8%
MOH vs DOC
-20.0%
-11.8%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.0% | +2.5% | +1.7% |
| 7D | -0.7% | +4.3% | -5.1% | -1.6% |
| 30D | +4.8% | +9.2% | -4.4% | +2.8% |
| 3M | +3.8% | -0.8% | +4.6% | +3.9% |
| 6M | +11.0% | +7.1% | +3.9% | +9.3% |
| YTD | +18.9% | +34.0% | -15.1% | +10.9% |
| 1Y | +46.5% | +23.2% | +23.3% | +39.3% |
| 3Y | -42.4% | +53.6% | -96.0% | -48.9% |
| 5Y | -31.8% | -20.4% | -11.4% | -23.6% |
| All | -31.8% | -20.0% | -11.8% | -23.6% |
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