+216.7%
CTVA vs MOH
+59.6%
+157.1%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.0% | -2.7% | -1.0% |
| 7D | -4.5% | +1.7% | -6.2% | -4.8% |
| 30D | +11.3% | -0.9% | +12.2% | +11.5% |
| 3M | +12.3% | +5.7% | +6.6% | +10.7% |
| 6M | +7.2% | +39.1% | -31.9% | -0.2% |
| YTD | +26.0% | +17.7% | +8.3% | +19.6% |
| 1Y | +16.0% | +8.4% | +7.6% | +11.1% |
| 3Y | +73.9% | -36.6% | +110.5% | +77.7% |
| 5Y | +103.8% | -19.1% | +122.9% | +87.9% |
| All | +216.7% | +59.6% | +157.1% | +114.8% |
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