+131.4%
CVX vs MOD
+815.4%
-684.0%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.5% | +2.0% | +1.5% |
| 7D | +1.6% | +16.1% | -14.5% | +0.9% |
| 30D | -0.6% | -38.5% | +37.9% | +1.2% |
| 3M | +11.0% | -46.8% | +57.8% | +13.7% |
| 6M | +18.4% | -61.6% | +80.0% | +22.7% |
| YTD | +45.9% | -20.5% | +66.4% | +42.8% |
| 1Y | +46.7% | -28.0% | +74.7% | +44.1% |
| 3Y | +71.6% | +134.9% | -63.4% | +49.1% |
| 5Y | +131.4% | +833.2% | -701.7% | +83.2% |
| All | +131.4% | +815.4% | -684.0% | +83.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling