+3,101.0%
MPC vs MOH
+668.8%
+2,432.2%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.5% |
| 7D | +5.4% | +0.4% | +5.0% | +5.4% |
| 30D | +31.0% | +2.9% | +28.1% | +30.2% |
| 3M | +46.0% | +4.1% | +41.9% | +44.3% |
| 6M | +77.3% | +33.8% | +43.5% | +66.2% |
| YTD | +141.9% | +15.7% | +126.2% | +129.6% |
| 1Y | +120.9% | +17.5% | +103.4% | +106.8% |
| 3Y | +182.7% | -35.3% | +218.0% | +186.4% |
| 5Y | +646.4% | -26.9% | +673.3% | +623.3% |
| 10Y | +1,138.7% | +262.9% | +875.8% | +712.3% |
| All | +3,101.0% | +668.8% | +2,432.2% | +1,303.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MOH.
Daily Out/Under-Performance
Portfolio return minus MOH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOH 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 MOH 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