+4,683.6%
CVX vs MOD
+3,565.2%
+1,118.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +4.3% | -5.6% | -1.9% |
| 7D | +3.3% | +9.6% | -6.2% | +2.0% |
| 30D | +12.9% | 0.0% | +12.9% | +12.7% |
| 3M | +11.7% | -35.4% | +47.1% | +17.5% |
| 6M | +14.1% | -7.3% | +21.4% | +12.4% |
| YTD | +40.7% | +45.8% | -5.1% | +28.9% |
| 1Y | +37.5% | +43.1% | -5.6% | +24.9% |
| 3Y | +43.9% | +297.7% | -253.7% | +5.1% |
| 5Y | +161.5% | +1,478.8% | -1,317.3% | +47.4% |
| 10Y | +215.1% | +1,633.4% | -1,418.3% | +57.7% |
| All | +4,683.6% | +3,565.2% | +1,118.4% | +1,767.0% |
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 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