+34.8%
CP vs MOH
-23.8%
+58.5%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.2% | -4.5% | -1.6% |
| 7D | -2.7% | -1.3% | -1.4% | -2.6% |
| 30D | -3.4% | +3.0% | -6.3% | -3.7% |
| 3M | -0.6% | +1.2% | -1.8% | -1.0% |
| 6M | +6.3% | +41.7% | -35.4% | +2.3% |
| YTD | +21.2% | +15.4% | +5.8% | +18.2% |
| 1Y | +20.0% | +11.8% | +8.2% | +17.0% |
| 3Y | +18.7% | -37.5% | +56.2% | +19.2% |
| 5Y | +34.8% | -20.6% | +55.4% | +29.9% |
| All | +34.8% | -23.8% | +58.5% | +29.9% |
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