+46.0%
XOM vs MOH
+18.1%
+27.9%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.6% | -1.7% |
| 7D | +1.8% | +0.4% | +1.4% | +1.8% |
| 30D | +5.9% | +2.9% | +3.0% | +5.8% |
| 3M | +5.6% | +4.1% | +1.4% | +5.4% |
| 6M | +7.9% | +33.8% | -26.0% | +7.6% |
| YTD | +35.2% | +15.7% | +19.5% | +34.8% |
| 1Y | +46.0% | +17.5% | +28.4% | +45.7% |
| All | +46.0% | +18.1% | +27.9% | +45.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling