+51.0%
CL vs MOH
+264.4%
-213.4%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.0% | -3.2% | -1.5% |
| 7D | -2.2% | +1.7% | -3.9% | -2.4% |
| 30D | -6.0% | -0.9% | -5.1% | -5.9% |
| 3M | -2.3% | +5.7% | -8.0% | -3.1% |
| 6M | -2.0% | +39.1% | -41.1% | -6.0% |
| YTD | +11.8% | +17.7% | -5.8% | +8.5% |
| 1Y | +5.8% | +8.4% | -2.5% | +3.2% |
| 3Y | +25.9% | -36.6% | +62.5% | +28.3% |
| 5Y | +26.9% | -19.1% | +46.0% | +24.5% |
| All | +51.0% | +264.4% | -213.4% | +35.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling