+86.6%
XOP vs MOH
+721.0%
-634.3%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.1% | +1.7% | +0.8% |
| 7D | +1.0% | -4.2% | +5.1% | +2.0% |
| 30D | +10.8% | -2.4% | +13.2% | +11.3% |
| 3M | +19.5% | -4.4% | +23.9% | +20.0% |
| 6M | +21.6% | +32.9% | -11.4% | +12.1% |
| YTD | +55.8% | +11.9% | +44.0% | +47.0% |
| 1Y | +54.6% | +6.9% | +47.7% | +45.8% |
| 3Y | +36.6% | -39.4% | +76.1% | +40.3% |
| 5Y | +160.6% | -25.0% | +185.6% | +148.0% |
| 10Y | +56.2% | +244.9% | -188.6% | -11.9% |
| All | +86.6% | +721.0% | -634.3% | -42.2% |
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