+1,372.3%
MOH vs CPB
+80.7%
+1,291.6%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.8% | -4.0% | -2.8% |
| 7D | -3.3% | -8.2% | +4.9% | -0.7% |
| 30D | -0.1% | -5.6% | +5.5% | +1.5% |
| 3M | -1.1% | +3.0% | -4.0% | -2.6% |
| 6M | +35.9% | -12.7% | +48.6% | +40.5% |
| YTD | +13.1% | -18.0% | +31.1% | +18.8% |
| 1Y | +11.8% | -31.7% | +43.6% | +24.9% |
| 3Y | -38.7% | -41.0% | +2.2% | -29.3% |
| 5Y | -25.1% | -38.4% | +13.3% | -15.9% |
| 10Y | +243.8% | -45.0% | +288.8% | +287.3% |
| All | +1,372.3% | +80.7% | +1,291.6% | +957.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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