+1,260.0%
CHRW vs MOH
+1,286.6%
-26.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.3% | +0.4% |
| 7D | +4.1% | -4.2% | +8.3% | +4.6% |
| 30D | +1.9% | -2.4% | +4.3% | +2.2% |
| 3M | -21.2% | -4.4% | -16.8% | -20.9% |
| 6M | -16.7% | +32.9% | -49.6% | -20.0% |
| YTD | -5.4% | +11.9% | -17.2% | -8.0% |
| 1Y | +21.2% | +6.9% | +14.2% | +17.8% |
| 3Y | +86.5% | -39.4% | +125.9% | +90.5% |
| 5Y | +93.0% | -25.0% | +118.0% | +89.7% |
| 10Y | +174.5% | +244.9% | -70.4% | +108.6% |
| All | +1,260.0% | +1,286.6% | -26.7% | +732.5% |
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