+1,633.8%
CB vs MOH
+1,396.4%
+237.5%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.2% | +1.1% |
| 7D | +2.9% | +0.2% | +2.7% | +2.9% |
| 30D | +7.3% | +0.1% | +7.2% | +7.2% |
| 3M | +9.4% | +1.8% | +7.6% | +8.8% |
| 6M | +19.6% | +9.1% | +10.5% | +17.1% |
| YTD | +21.5% | +20.7% | +0.8% | +15.2% |
| 1Y | +28.0% | +51.3% | -23.3% | +16.8% |
| 3Y | +74.9% | -42.0% | +116.9% | +81.2% |
| 5Y | +108.1% | -33.1% | +141.3% | +108.1% |
| 10Y | +251.8% | +340.8% | -89.0% | +138.4% |
| All | +1,633.8% | +1,396.4% | +237.5% | +688.7% |
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