+1,402.1%
MOH vs CHD
+2,139.2%
-737.1%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.3% | +4.5% | +3.7% |
| 7D | -1.3% | -4.7% | +3.4% | +0.7% |
| 30D | +3.0% | -8.3% | +11.3% | +6.7% |
| 3M | +1.2% | -4.0% | +5.2% | +2.7% |
| 6M | +41.7% | -6.5% | +48.2% | +45.0% |
| YTD | +15.4% | +13.1% | +2.3% | +8.9% |
| 1Y | +11.8% | +2.3% | +9.5% | +9.9% |
| 3Y | -37.5% | +1.8% | -39.3% | -39.0% |
| 5Y | -20.6% | +20.6% | -41.2% | -29.2% |
| 10Y | +255.8% | +125.6% | +130.2% | +132.7% |
| All | +1,402.1% | +2,139.2% | -737.1% | +450.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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