+110.5%
CNC vs MOH
+53.5%
+57.0%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.6% | +8.9% | +3.7% | +7.8% |
| 7D | +13.4% | +14.3% | -0.9% | +5.7% |
| 30D | +18.2% | +16.7% | +1.5% | +9.0% |
| 3M | +18.6% | +18.3% | +0.3% | +8.8% |
| 6M | +41.9% | +15.8% | +26.1% | +30.8% |
| YTD | +84.7% | +30.5% | +54.2% | +57.6% |
| 1Y | +110.5% | +49.3% | +61.2% | +60.9% |
| All | +110.5% | +53.5% | +57.0% | +60.9% |
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