0.0%
CNC vs MOH
-36.3%
+36.3%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.0% | -0.4% | +0.3% |
| 7D | -0.9% | +1.7% | -2.6% | -2.0% |
| 30D | -1.0% | -0.9% | -0.1% | -0.4% |
| 3M | +4.5% | +5.7% | -1.2% | 0.0% |
| 6M | +85.2% | +39.1% | +46.1% | +47.6% |
| YTD | +61.4% | +17.7% | +43.7% | +38.3% |
| 1Y | +94.9% | +8.4% | +86.5% | +74.2% |
| 3Y | 0.0% | -36.6% | +36.6% | +40.4% |
| All | 0.0% | -36.3% | +36.3% | +40.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling