+3.6%
CMI vs MOH
+43.5%
-39.8%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -4.3% | -0.6% | -5.1% |
| 7D | -13.4% | +8.9% | -22.3% | -13.1% |
| 30D | -16.2% | +11.0% | -27.2% | -15.9% |
| 3M | -30.8% | +11.0% | -41.8% | -30.5% |
| 6M | -33.1% | +12.7% | -45.8% | -32.9% |
| YTD | -11.2% | +24.8% | -36.1% | -12.2% |
| 1Y | +3.6% | +44.7% | -41.0% | +1.4% |
| All | +3.6% | +43.5% | -39.8% | +1.4% |
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