+575.0%
CLF vs MOH
+1,302.1%
-727.1%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.2% | +0.6% | -1.0% |
| 7D | +6.5% | -3.3% | +9.8% | +7.5% |
| 30D | +0.2% | -0.1% | +0.3% | +0.1% |
| 3M | -3.1% | -1.1% | -2.0% | -4.2% |
| 6M | +25.0% | +35.9% | -10.9% | +10.8% |
| YTD | -7.5% | +13.1% | -20.6% | -15.4% |
| 1Y | +11.5% | +11.8% | -0.3% | +1.4% |
| 3Y | -13.7% | -38.7% | +25.1% | -13.2% |
| 5Y | -47.0% | -25.1% | -21.9% | -51.1% |
| 10Y | +116.3% | +243.8% | -127.5% | +7.6% |
| All | +575.0% | +1,302.1% | -727.1% | +53.3% |
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