+55.0%
XOP vs MOH
+264.4%
-209.4%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.0% | -1.8% | -0.2% |
| 7D | +2.6% | +1.7% | +0.9% | +2.3% |
| 30D | +9.6% | -0.9% | +10.5% | +9.7% |
| 3M | +20.4% | +5.7% | +14.7% | +18.7% |
| 6M | +19.9% | +39.1% | -19.2% | +12.2% |
| YTD | +56.4% | +17.7% | +38.7% | +48.7% |
| 1Y | +52.4% | +8.4% | +44.1% | +46.1% |
| 3Y | +39.9% | -36.6% | +76.4% | +42.3% |
| 5Y | +163.7% | -19.1% | +182.8% | +148.3% |
| All | +55.0% | +264.4% | -209.4% | +6.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling