+300.2%
CCJ vs MOH
-19.7%
+319.8%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.0% | -2.7% | -0.9% |
| 7D | -4.0% | +1.7% | -5.7% | -4.1% |
| 30D | -2.4% | -0.9% | -1.5% | -2.3% |
| 3M | -2.3% | +5.7% | -8.0% | -2.8% |
| 6M | -16.2% | +39.1% | -55.3% | -18.3% |
| YTD | +5.7% | +17.7% | -12.0% | +3.8% |
| 1Y | +21.3% | +8.4% | +12.9% | +19.4% |
| 3Y | +159.4% | -36.6% | +196.0% | +159.6% |
| All | +300.2% | -19.7% | +319.8% | +332.2% |
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