-3.1%
CMG vs MOH
-19.7%
+16.6%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.0% | -1.8% | -0.1% |
| 7D | -2.1% | +1.7% | -3.8% | -2.3% |
| 30D | +10.9% | -0.9% | +11.8% | +11.0% |
| 3M | +15.8% | +5.7% | +10.1% | +15.0% |
| 6M | +6.9% | +39.1% | -32.2% | +1.8% |
| YTD | -2.2% | +17.7% | -19.8% | -5.6% |
| 1Y | -7.1% | +8.4% | -15.5% | -9.6% |
| 3Y | -7.1% | -36.6% | +29.4% | -6.1% |
| All | -3.1% | -19.7% | +16.6% | -10.6% |
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 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