+871.5%
XOM vs MOH
+1,330.6%
-459.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.2% | -2.6% | +0.2% |
| 7D | +1.9% | -1.3% | +3.2% | +2.0% |
| 30D | +4.1% | +3.0% | +1.1% | +3.6% |
| 3M | +10.4% | +1.2% | +9.2% | +9.9% |
| 6M | +13.0% | +41.7% | -28.7% | +7.1% |
| YTD | +40.1% | +15.4% | +24.6% | +35.2% |
| 1Y | +51.1% | +11.8% | +39.3% | +45.7% |
| 3Y | +57.7% | -37.5% | +95.2% | +60.3% |
| 5Y | +264.7% | -20.6% | +285.4% | +254.3% |
| 10Y | +193.1% | +255.8% | -62.7% | +119.8% |
| All | +871.5% | +1,330.6% | -459.0% | +456.4% |
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