-36.6%
MOH vs MDY
+48.5%
-85.0%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.8% | +1.2% | +1.8% |
| 7D | +1.7% | -1.9% | +3.6% | +2.1% |
| 30D | -0.9% | -4.6% | +3.8% | 0.0% |
| 3M | +5.7% | -1.2% | +6.9% | +5.9% |
| 6M | +39.1% | +9.2% | +29.9% | +36.6% |
| YTD | +17.7% | +13.1% | +4.6% | +14.0% |
| 1Y | +8.4% | +13.0% | -4.6% | +4.9% |
| 3Y | -36.6% | +49.2% | -85.8% | -40.2% |
| All | -36.6% | +48.5% | -85.0% | -40.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 3y: compounded portfolio wealth divided by compounded MDY 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…
3y analysis · Full analysis span regression · 6 months rolling