+1,364.0%
RCL vs MOH
+1,286.6%
+77.3%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.1% | -0.7% | -1.6% |
| 7D | -2.2% | -4.2% | +2.0% | -1.3% |
| 30D | -15.7% | -2.4% | -13.3% | -15.3% |
| 3M | -8.0% | -4.4% | -3.6% | -7.5% |
| 6M | -10.1% | +32.9% | -43.1% | -16.8% |
| YTD | -5.9% | +11.9% | -17.8% | -11.3% |
| 1Y | -23.5% | +6.9% | -30.4% | -27.8% |
| 3Y | +174.4% | -39.4% | +213.8% | +178.0% |
| 5Y | +227.1% | -25.0% | +252.1% | +209.9% |
| 10Y | +342.5% | +244.9% | +97.6% | +154.2% |
| All | +1,364.0% | +1,286.6% | +77.3% | +434.3% |
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