-22.9%
CDW vs MOH
-23.8%
+0.9%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.2% | -3.0% | -0.2% |
| 7D | -7.4% | -1.3% | -6.1% | -7.2% |
| 30D | +5.8% | +3.0% | +2.9% | +5.5% |
| 3M | +10.8% | +1.2% | +9.6% | +10.5% |
| 6M | +21.5% | +41.7% | -20.2% | +16.0% |
| YTD | +6.4% | +15.4% | -9.1% | +3.2% |
| 1Y | -14.8% | +11.8% | -26.6% | -17.5% |
| 3Y | -29.9% | -37.5% | +7.6% | -28.1% |
| 5Y | -22.9% | -20.6% | -2.2% | -27.9% |
| All | -22.9% | -23.8% | +0.9% | -27.9% |
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