+773.5%
PM vs MOH
+1,026.4%
-252.9%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.2% | +3.4% | +1.5% |
| 7D | -1.3% | -3.3% | +2.0% | -0.8% |
| 30D | -2.6% | -0.1% | -2.5% | -2.6% |
| 3M | +5.8% | -1.1% | +6.9% | +5.6% |
| 6M | +10.6% | +35.9% | -25.3% | +5.2% |
| YTD | +17.2% | +13.1% | +4.0% | +13.3% |
| 1Y | +17.6% | +11.8% | +5.8% | +13.2% |
| 3Y | +124.3% | -38.7% | +163.0% | +129.1% |
| 5Y | +125.1% | -25.1% | +150.2% | +120.5% |
| 10Y | +198.6% | +243.8% | -45.2% | +120.9% |
| All | +773.5% | +1,026.4% | -252.9% | +345.9% |
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