+1,318.4%
CVX vs MOH
+1,358.8%
-40.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.0% | -1.4% | +0.3% |
| 7D | +2.6% | +1.7% | +0.9% | +2.3% |
| 30D | +9.8% | -0.9% | +10.7% | +9.9% |
| 3M | +16.2% | +5.7% | +10.5% | +14.8% |
| 6M | +13.6% | +39.1% | -25.5% | +7.0% |
| YTD | +44.4% | +17.7% | +26.7% | +38.1% |
| 1Y | +40.6% | +8.4% | +32.2% | +35.4% |
| 3Y | +48.2% | -36.6% | +84.8% | +50.4% |
| 5Y | +172.3% | -19.1% | +191.4% | +161.3% |
| 10Y | +222.3% | +262.8% | -40.5% | +132.2% |
| All | +1,318.4% | +1,358.8% | -40.4% | +651.0% |
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