-8.6%
MULL vs MOH
-1.3%
-7.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +3.2% | -12.5% | -8.7% |
| 7D | +3.6% | -1.3% | +4.9% | +3.8% |
| 30D | +22.0% | +3.0% | +19.1% | +22.0% |
| 3M | -8.6% | +1.2% | -9.8% | -9.5% |
| All | -8.6% | -1.3% | -7.3% | -9.5% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling