+1,431.7%
MOH vs MKC
+526.1%
+905.6%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.4% | +1.5% | +1.8% |
| 7D | +1.7% | -1.5% | +3.2% | +2.3% |
| 30D | -0.9% | -3.1% | +2.2% | +0.3% |
| 3M | +5.7% | +5.2% | +0.5% | +3.4% |
| 6M | +39.1% | -12.8% | +51.9% | +45.9% |
| YTD | +17.7% | -23.3% | +41.0% | +29.0% |
| 1Y | +8.4% | -24.1% | +32.5% | +19.2% |
| 3Y | -36.6% | -32.1% | -4.5% | -27.7% |
| 5Y | -19.1% | -32.8% | +13.7% | -9.9% |
| 10Y | +262.8% | +29.9% | +233.0% | +182.0% |
| All | +1,431.7% | +526.1% | +905.6% | +592.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 MKC 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