+3,758.5%
CME vs MOH
+1,286.6%
+2,471.9%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.3% | -0.6% |
| 7D | -0.6% | -4.2% | +3.5% | +0.1% |
| 30D | +4.7% | -2.4% | +7.0% | +5.1% |
| 3M | +7.8% | -4.4% | +12.2% | +8.2% |
| 6M | -11.0% | +32.9% | -43.9% | -16.3% |
| YTD | +4.0% | +11.9% | -7.8% | -0.4% |
| 1Y | +9.1% | +6.9% | +2.2% | +4.5% |
| 3Y | +52.3% | -39.4% | +91.7% | +56.1% |
| 5Y | +76.1% | -25.0% | +101.1% | +70.7% |
| 10Y | +280.6% | +244.9% | +35.7% | +152.9% |
| All | +3,758.5% | +1,286.6% | +2,471.9% | +1,399.6% |
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 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