+257.2%
XOM vs MOH
-19.7%
+276.9%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.0% | -1.5% | +0.3% |
| 7D | +4.1% | +1.7% | +2.4% | +4.0% |
| 30D | +4.6% | -0.9% | +5.5% | +4.6% |
| 3M | +14.0% | +5.7% | +8.3% | +13.4% |
| 6M | +11.0% | +39.1% | -28.2% | +8.4% |
| YTD | +40.7% | +17.7% | +23.0% | +38.4% |
| 1Y | +52.3% | +8.4% | +43.9% | +50.3% |
| 3Y | +60.5% | -36.6% | +97.0% | +61.5% |
| All | +257.2% | -19.7% | +276.9% | +245.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling