+272.1%
CNQ vs MOH
-19.7%
+291.7%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.0% | -2.5% | -0.6% |
| 7D | +0.1% | +1.7% | -1.6% | 0.0% |
| 30D | +6.2% | -0.9% | +7.1% | +6.2% |
| 3M | +12.4% | +5.7% | +6.7% | +11.8% |
| 6M | +9.0% | +39.1% | -30.1% | +6.9% |
| YTD | +52.2% | +17.7% | +34.5% | +49.8% |
| 1Y | +65.0% | +8.4% | +56.7% | +63.0% |
| 3Y | +78.8% | -36.6% | +115.4% | +79.4% |
| All | +272.1% | -19.7% | +291.7% | +268.9% |
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 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