+798.4%
VMC vs MOH
+1,330.6%
-532.2%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.2% | -2.9% | -0.3% |
| 7D | -3.7% | -1.3% | -2.4% | -3.5% |
| 30D | -12.8% | +3.0% | -15.7% | -13.3% |
| 3M | -7.9% | +1.2% | -9.1% | -8.5% |
| 6M | -7.5% | +41.7% | -49.2% | -14.5% |
| YTD | -11.6% | +15.4% | -27.0% | -16.2% |
| 1Y | -14.3% | +11.8% | -26.0% | -18.8% |
| 3Y | +18.5% | -37.5% | +56.0% | +21.1% |
| 5Y | +46.8% | -20.6% | +67.4% | +41.1% |
| 10Y | +153.2% | +255.8% | -102.6% | +66.7% |
| All | +798.4% | +1,330.6% | -532.2% | +298.6% |
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