+79.6%
CME vs MOH
-19.7%
+99.3%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.0% | -1.4% | +0.4% |
| 7D | -1.6% | +1.7% | -3.3% | -1.7% |
| 30D | +5.6% | -0.9% | +6.5% | +5.6% |
| 3M | +5.6% | +5.7% | -0.1% | +5.0% |
| 6M | -8.3% | +39.1% | -47.4% | -10.5% |
| YTD | +4.3% | +17.7% | -13.3% | +2.4% |
| 1Y | +9.1% | +8.4% | +0.7% | +7.5% |
| 3Y | +52.1% | -36.6% | +88.6% | +54.4% |
| All | +79.6% | -19.7% | +99.3% | +72.5% |
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