+1,842.6%
UMC vs MOH
+264.4%
+1,578.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.0% | +0.4% | +2.2% |
| 7D | +9.0% | +1.7% | +7.3% | +8.9% |
| 30D | +17.2% | -0.9% | +18.1% | +17.3% |
| 3M | +11.4% | +5.7% | +5.7% | +10.7% |
| 6M | +137.5% | +39.1% | +98.4% | +130.5% |
| YTD | +193.1% | +17.7% | +175.4% | +186.1% |
| 1Y | +240.3% | +8.4% | +231.9% | +233.4% |
| 3Y | +262.2% | -36.6% | +298.8% | +266.7% |
| 5Y | +143.1% | -19.1% | +162.2% | +137.3% |
| All | +1,842.6% | +264.4% | +1,578.2% | +1,558.8% |
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