+165.1%
CEG vs MOH
-37.5%
+202.6%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +3.2% | -5.9% | -2.4% |
| 7D | +0.3% | -1.3% | +1.6% | +0.2% |
| 30D | +2.9% | +3.0% | -0.1% | +3.3% |
| 3M | +18.2% | +1.2% | +17.0% | +18.6% |
| 6M | -9.5% | +41.7% | -51.3% | -5.5% |
| YTD | -18.7% | +15.4% | -34.1% | -16.5% |
| 1Y | -10.1% | +11.8% | -21.9% | -7.8% |
| All | +165.1% | -37.5% | +202.6% | +152.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling