+2,550.3%
CP vs MOH
+1,302.1%
+1,248.1%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.7% | -0.1% |
| 7D | +2.4% | -3.3% | +5.8% | +3.0% |
| 30D | -0.5% | -0.1% | -0.5% | -0.6% |
| 3M | +1.4% | -1.1% | +2.5% | +1.2% |
| 6M | +10.3% | +35.9% | -25.6% | +3.5% |
| YTD | +24.3% | +13.1% | +11.2% | +19.0% |
| 1Y | +20.4% | +11.8% | +8.6% | +14.8% |
| 3Y | +21.8% | -38.7% | +60.5% | +24.7% |
| 5Y | +31.5% | -25.1% | +56.6% | +28.1% |
| 10Y | +223.2% | +243.8% | -20.6% | +123.2% |
| All | +2,550.3% | +1,302.1% | +1,248.1% | +1,207.7% |
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