+45.4%
MRK vs MOH
-36.3%
+81.6%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.0% | -2.5% | -0.7% |
| 7D | -4.3% | +1.7% | -6.0% | -4.4% |
| 30D | +8.3% | -0.9% | +9.2% | +8.3% |
| 3M | +20.0% | +5.7% | +14.3% | +19.1% |
| 6M | +25.7% | +39.1% | -13.5% | +21.4% |
| YTD | +38.7% | +17.7% | +21.1% | +35.0% |
| 1Y | +74.7% | +8.4% | +66.3% | +70.4% |
| 3Y | +45.4% | -36.6% | +81.9% | +46.4% |
| All | +45.4% | -36.3% | +81.6% | +46.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling