+172.7%
RCL vs MOH
-37.5%
+210.2%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.2% | -3.5% | -0.1% |
| 7D | -2.5% | -1.3% | -1.2% | -2.5% |
| 30D | -15.7% | +3.0% | -18.6% | -15.5% |
| 3M | -3.6% | +1.2% | -4.8% | -3.4% |
| 6M | -8.7% | +41.7% | -50.4% | -5.7% |
| YTD | -6.2% | +15.4% | -21.6% | -3.9% |
| 1Y | -22.9% | +11.8% | -34.7% | -21.1% |
| All | +172.7% | -37.5% | +210.2% | +163.0% |
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