+165.0%
CMI vs MOH
-19.7%
+184.7%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.0% | -0.8% | +1.1% |
| 7D | -0.7% | +1.7% | -2.4% | -0.8% |
| 30D | -12.4% | -0.9% | -11.5% | -12.4% |
| 3M | -14.8% | +5.7% | -20.5% | -15.2% |
| 6M | +0.8% | +39.1% | -38.3% | -1.1% |
| YTD | +10.2% | +17.7% | -7.5% | +8.4% |
| 1Y | +37.4% | +8.4% | +29.1% | +35.5% |
| 3Y | +153.3% | -36.6% | +189.8% | +155.6% |
| All | +165.0% | -19.7% | +184.7% | +153.1% |
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