+1,467.4%
MOH vs DOC
+288.8%
+1,178.6%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.7% | -4.2% | -3.7% |
| 7D | +2.1% | +6.5% | -4.4% | +0.2% |
| 30D | +7.3% | +9.2% | -1.9% | +4.6% |
| 3M | +8.9% | -2.5% | +11.4% | +9.7% |
| 6M | +5.8% | +7.1% | -1.2% | +3.6% |
| YTD | +20.4% | +33.0% | -12.6% | +9.5% |
| 1Y | +42.1% | +23.3% | +18.8% | +32.1% |
| 3Y | -40.0% | +44.9% | -85.0% | -47.9% |
| 5Y | -31.3% | -21.6% | -9.7% | -29.0% |
| 10Y | +288.3% | +17.4% | +271.0% | +239.1% |
| All | +1,467.4% | +288.8% | +1,178.6% | +705.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling