+262.2%
UMC vs MOH
-36.3%
+298.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.0% | +0.4% | +2.4% |
| 7D | +9.0% | +1.7% | +7.3% | +9.1% |
| 30D | +17.2% | -0.9% | +18.1% | +17.2% |
| 3M | +11.4% | +5.7% | +5.7% | +11.6% |
| 6M | +137.5% | +39.1% | +98.4% | +139.4% |
| YTD | +193.1% | +17.7% | +175.4% | +193.7% |
| 1Y | +240.3% | +8.4% | +231.9% | +240.9% |
| 3Y | +262.2% | -36.6% | +298.8% | +250.3% |
| All | +262.2% | -36.3% | +298.5% | +250.3% |
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 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