-46.6%
CLF vs MOH
-19.7%
-26.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.0% | 0.0% | +1.9% |
| 7D | -3.5% | +1.7% | -5.2% | -3.6% |
| 30D | -1.6% | -0.9% | -0.7% | -1.5% |
| 3M | -12.0% | +5.7% | -17.7% | -12.7% |
| 6M | +30.0% | +39.1% | -9.2% | +26.1% |
| YTD | -9.2% | +17.7% | -26.9% | -11.1% |
| 1Y | +2.3% | +8.4% | -6.1% | +0.6% |
| 3Y | -14.4% | -36.6% | +22.2% | -17.0% |
| All | -46.6% | -19.7% | -26.9% | -52.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling