-22.3%
MOH vs VYM
+77.5%
-99.9%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.7% | +1.3% | +1.6% |
| 7D | +1.7% | -0.8% | +2.5% | +2.2% |
| 30D | -0.9% | -2.2% | +1.4% | +0.5% |
| 3M | +5.7% | +3.1% | +2.6% | +3.9% |
| 6M | +39.1% | +9.7% | +29.4% | +31.7% |
| YTD | +17.7% | +14.9% | +2.8% | +7.5% |
| 1Y | +8.4% | +17.6% | -9.2% | -2.4% |
| 3Y | -36.6% | +65.3% | -101.9% | -55.2% |
| All | -22.3% | +77.5% | -99.9% | -48.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 5y: compounded portfolio wealth divided by compounded VYM 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…
5y analysis · Full analysis span regression · 6 months rolling