+198.8%
CVX vs MOD
+920.5%
-721.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.9% | +3.1% | +0.6% |
| 7D | -6.2% | -17.8% | +11.6% | -4.3% |
| 30D | -0.4% | -43.2% | +42.9% | +6.2% |
| 3M | +9.3% | -46.0% | +55.4% | +16.7% |
| 6M | +18.4% | -62.2% | +80.6% | +30.6% |
| YTD | +42.5% | -22.8% | +65.3% | +39.5% |
| 1Y | +41.0% | -35.5% | +76.5% | +40.9% |
| 3Y | +67.5% | +128.2% | -60.7% | +25.9% |
| 5Y | +126.1% | +791.6% | -665.5% | +22.8% |
| 10Y | +198.8% | +886.3% | -687.6% | +41.0% |
| All | +198.8% | +920.5% | -721.7% | +41.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 MOD 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