+4,782.9%
CVX vs MOD
+1,544.7%
+3,238.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -7.3% | +5.4% | -0.9% |
| 7D | -8.0% | -34.2% | +26.1% | -2.9% |
| 30D | +2.6% | -51.9% | +54.5% | +12.7% |
| 3M | +15.2% | -53.0% | +68.3% | +26.4% |
| 6M | +12.5% | -66.4% | +78.9% | +27.4% |
| YTD | +43.6% | -31.5% | +75.2% | +44.5% |
| 1Y | +45.0% | -39.6% | +84.5% | +47.6% |
| 3Y | +63.5% | +116.8% | -53.3% | +28.9% |
| 5Y | +126.8% | +713.8% | -587.0% | +38.6% |
| 10Y | +209.8% | +882.7% | -672.9% | +66.1% |
| All | +4,782.9% | +1,544.7% | +3,238.2% | +1,999.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling