+1,356.0%
MOH vs RRC
+982.7%
+373.3%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -1.1% |
| 7D | -4.2% | -1.7% | -2.4% | -4.0% |
| 30D | -2.4% | +3.6% | -6.0% | -2.9% |
| 3M | -4.4% | +8.8% | -13.2% | -5.7% |
| 6M | +32.9% | +0.8% | +32.2% | +32.4% |
| YTD | +11.9% | +19.0% | -7.1% | +8.7% |
| 1Y | +6.9% | +22.9% | -16.0% | +3.1% |
| 3Y | -39.4% | +32.3% | -71.7% | -43.3% |
| 5Y | -25.0% | +151.6% | -176.5% | -39.0% |
| 10Y | +244.9% | +5.5% | +239.4% | +179.5% |
| All | +1,356.0% | +982.7% | +373.3% | +709.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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