+125.6%
CVX vs MOD
+748.9%
-623.3%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.7% | -5.9% | -0.4% |
| 7D | -9.7% | -25.5% | +15.8% | -8.6% |
| 30D | +3.6% | -49.0% | +52.6% | +6.5% |
| 3M | +13.3% | -49.8% | +63.2% | +16.4% |
| 6M | +16.9% | -64.8% | +81.7% | +21.6% |
| YTD | +43.4% | -27.6% | +71.0% | +41.0% |
| 1Y | +44.5% | -35.2% | +79.7% | +42.7% |
| 3Y | +64.0% | +137.1% | -73.2% | +41.9% |
| All | +125.6% | +748.9% | -623.3% | +77.9% |
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