+1,867.5%
CNC vs MOH
+1,358.8%
+508.7%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.0% | -0.4% | +0.5% |
| 7D | -0.9% | +1.7% | -2.6% | -1.8% |
| 30D | -1.0% | -0.9% | -0.1% | -0.5% |
| 3M | +4.5% | +5.7% | -1.2% | +0.9% |
| 6M | +85.2% | +39.1% | +46.1% | +53.1% |
| YTD | +61.4% | +17.7% | +43.7% | +42.2% |
| 1Y | +94.9% | +8.4% | +86.5% | +78.1% |
| 3Y | 0.0% | -36.6% | +36.6% | +25.5% |
| 5Y | +11.2% | -19.1% | +30.3% | +22.0% |
| 10Y | +98.7% | +262.8% | -164.1% | -6.2% |
| All | +1,867.5% | +1,358.8% | +508.7% | +369.8% |
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