+333.1%
RCL vs MOH
+264.4%
+68.7%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.0% | -1.5% | +0.2% |
| 7D | -1.9% | +1.7% | -3.6% | -2.1% |
| 30D | -15.5% | -0.9% | -14.7% | -15.5% |
| 3M | -9.7% | +5.7% | -15.4% | -10.5% |
| 6M | -8.7% | +39.1% | -47.9% | -13.1% |
| YTD | -5.8% | +17.7% | -23.4% | -9.4% |
| 1Y | -24.5% | +8.4% | -32.8% | -26.8% |
| 3Y | +173.9% | -36.6% | +210.5% | +176.5% |
| 5Y | +228.0% | -19.1% | +247.1% | +210.9% |
| All | +333.1% | +264.4% | +68.7% | +225.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling