+19.6%
CME vs MOH
+53.5%
-33.9%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +8.9% | -7.5% | +1.2% |
| 7D | +4.8% | +14.3% | -9.5% | +4.6% |
| 30D | +14.2% | +16.7% | -2.5% | +13.9% |
| 3M | +17.9% | +18.3% | -0.4% | +17.9% |
| 6M | +7.2% | +15.8% | -8.6% | +7.1% |
| YTD | +16.7% | +30.5% | -13.7% | +16.1% |
| 1Y | +19.6% | +49.3% | -29.7% | +18.7% |
| All | +19.6% | +53.5% | -33.9% | +18.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling