+58.7%
CNQ vs MOH
+39.5%
+19.1%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.5% | +2.8% | -0.9% |
| 7D | -13.5% | +2.1% | -15.5% | -13.4% |
| 30D | +2.2% | +7.3% | -5.1% | +2.3% |
| 3M | +7.8% | +8.9% | -1.1% | +7.9% |
| 6M | +8.5% | +5.8% | +2.7% | +8.2% |
| YTD | +47.6% | +20.4% | +27.2% | +46.0% |
| 1Y | +58.7% | +42.1% | +16.6% | +59.1% |
| All | +58.7% | +39.5% | +19.1% | +59.1% |
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 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