+2,294.7%
CCJ vs MOH
+1,286.6%
+1,008.0%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.1% | -0.4% | -1.4% |
| 7D | +4.2% | -4.2% | +8.4% | +4.9% |
| 30D | +3.2% | -2.4% | +5.6% | +3.5% |
| 3M | -1.8% | -4.4% | +2.6% | -1.5% |
| 6M | -13.5% | +32.9% | -46.5% | -18.2% |
| YTD | +9.7% | +11.9% | -2.1% | +5.6% |
| 1Y | +30.0% | +6.9% | +23.1% | +25.0% |
| 3Y | +172.6% | -39.4% | +212.0% | +177.2% |
| 5Y | +342.9% | -25.0% | +367.9% | +330.8% |
| 10Y | +1,099.7% | +244.9% | +854.9% | +727.6% |
| All | +2,294.7% | +1,286.6% | +1,008.0% | +1,075.5% |
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