+4,013.6%
CMG vs MOH
+1,122.9%
+2,890.7%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.0% | -1.8% | -0.2% |
| 7D | -2.1% | +1.7% | -3.8% | -2.4% |
| 30D | +10.9% | -0.9% | +11.8% | +11.0% |
| 3M | +15.8% | +5.7% | +10.1% | +14.4% |
| 6M | +6.9% | +39.1% | -32.2% | -0.7% |
| YTD | -2.2% | +17.7% | -19.8% | -7.5% |
| 1Y | -7.1% | +8.4% | -15.5% | -11.1% |
| 3Y | -7.1% | -36.6% | +29.4% | -4.8% |
| 5Y | -4.8% | -19.1% | +14.3% | -8.3% |
| 10Y | +324.3% | +262.8% | +61.5% | +177.2% |
| All | +4,013.6% | +1,122.9% | +2,890.7% | +1,567.6% |
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