+419.0%
CL vs MOH
+1,334.3%
-915.3%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.0% | -0.4% | -1.4% |
| 7D | -2.2% | +0.4% | -2.6% | -2.2% |
| 30D | -4.8% | +2.9% | -7.7% | -5.1% |
| 3M | +4.9% | +4.1% | +0.8% | +4.3% |
| 6M | -5.7% | +33.8% | -39.5% | -8.9% |
| YTD | +14.4% | +15.7% | -1.3% | +11.5% |
| 1Y | +8.7% | +17.5% | -8.8% | +5.4% |
| 3Y | +30.0% | -35.3% | +65.3% | +31.6% |
| 5Y | +28.4% | -26.9% | +55.3% | +27.6% |
| 10Y | +50.1% | +262.9% | -212.8% | +24.9% |
| All | +419.0% | +1,334.3% | -915.3% | +268.6% |
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