+135.3%
PM vs MOH
-19.7%
+154.9%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.0% | -1.3% | +0.5% |
| 7D | +4.7% | +1.7% | +3.0% | +4.5% |
| 30D | +2.6% | -0.9% | +3.5% | +2.7% |
| 3M | +6.6% | +5.7% | +0.9% | +5.9% |
| 6M | +16.5% | +39.1% | -22.6% | +13.3% |
| YTD | +21.2% | +17.7% | +3.5% | +18.7% |
| 1Y | +17.9% | +8.4% | +9.5% | +15.9% |
| 3Y | +129.8% | -36.6% | +166.4% | +132.8% |
| All | +135.3% | -19.7% | +154.9% | +121.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling