+1,524.8%
MOH vs DOC
+286.1%
+1,238.7%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.2% | -4.1% | -4.2% |
| 7D | +8.9% | +6.2% | +2.7% | +7.0% |
| 30D | +11.0% | +6.5% | +4.5% | +9.0% |
| 3M | +11.0% | -6.2% | +17.3% | +13.1% |
| 6M | +12.7% | +25.6% | -12.9% | +4.9% |
| YTD | +24.8% | +32.1% | -7.2% | +13.7% |
| 1Y | +44.7% | +20.3% | +24.4% | +35.5% |
| 3Y | -35.8% | +42.7% | -78.5% | -44.0% |
| 5Y | -28.8% | -22.2% | -6.6% | -26.2% |
| 10Y | +302.5% | +16.5% | +286.0% | +252.3% |
| All | +1,524.8% | +286.1% | +1,238.7% | +737.1% |
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