+144.1%
UMC vs MOH
-19.7%
+163.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.0% | +0.4% | +2.3% |
| 7D | +9.0% | +1.7% | +7.3% | +9.0% |
| 30D | +17.2% | -0.9% | +18.1% | +17.3% |
| 3M | +11.4% | +5.7% | +5.7% | +11.1% |
| 6M | +137.5% | +39.1% | +98.4% | +135.0% |
| YTD | +193.1% | +17.7% | +175.4% | +189.9% |
| 1Y | +240.3% | +8.4% | +231.9% | +237.3% |
| 3Y | +262.2% | -36.6% | +298.8% | +265.0% |
| All | +144.1% | -19.7% | +163.8% | +128.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling