+64.0%
CVX vs MOD
+129.2%
-65.2%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.7% | -5.9% | -0.3% |
| 7D | -9.7% | -25.5% | +15.8% | -9.0% |
| 30D | +3.6% | -49.0% | +52.6% | +5.5% |
| 3M | +13.3% | -49.8% | +63.2% | +15.3% |
| 6M | +16.9% | -64.8% | +81.7% | +20.0% |
| YTD | +43.4% | -27.6% | +71.0% | +39.7% |
| 1Y | +44.5% | -35.2% | +79.7% | +41.4% |
| 3Y | +64.0% | +137.1% | -73.2% | +37.5% |
| All | +64.0% | +129.2% | -65.2% | +37.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling