+115.0%
UMC vs MOH
+53.5%
+61.5%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +8.9% | -11.0% | -0.6% |
| 7D | -14.7% | +14.3% | -29.0% | -12.6% |
| 30D | -32.9% | +16.7% | -49.5% | -31.0% |
| 3M | -22.2% | +18.3% | -40.5% | -19.7% |
| 6M | +25.9% | +15.8% | +10.1% | +30.0% |
| YTD | +107.9% | +30.5% | +77.4% | +109.6% |
| 1Y | +115.0% | +49.3% | +65.8% | +111.4% |
| All | +115.0% | +53.5% | +61.5% | +111.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling