+813.3%
CDW vs MOH
+436.9%
+376.4%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -2.2% | -2.9% | -4.8% |
| 7D | -3.9% | -3.3% | -0.5% | -3.2% |
| 30D | +6.9% | -0.1% | +7.0% | +6.9% |
| 3M | +7.7% | -1.1% | +8.7% | +7.5% |
| 6M | +18.3% | +35.9% | -17.6% | +10.4% |
| YTD | +7.8% | +13.1% | -5.4% | +2.7% |
| 1Y | -12.2% | +11.8% | -24.0% | -16.9% |
| 3Y | -28.9% | -38.7% | +9.8% | -26.7% |
| 5Y | -22.8% | -25.1% | +2.3% | -24.8% |
| 10Y | +266.1% | +243.8% | +22.2% | +153.7% |
| All | +813.3% | +436.9% | +376.4% | +457.8% |
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