-38.9%
CLX vs MOH
-19.7%
-19.2%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.0% | -3.1% | -1.3% |
| 7D | -5.7% | +1.7% | -7.4% | -5.8% |
| 30D | -17.0% | -0.9% | -16.1% | -17.0% |
| 3M | -9.7% | +5.7% | -15.4% | -10.2% |
| 6M | -19.8% | +39.1% | -59.0% | -22.0% |
| YTD | -9.8% | +17.7% | -27.5% | -11.6% |
| 1Y | -26.2% | +8.4% | -34.6% | -27.3% |
| 3Y | -36.2% | -36.6% | +0.4% | -35.0% |
| All | -38.9% | -19.7% | -19.2% | -40.1% |
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