+4,775.6%
CVX vs MOD
+1,638.7%
+3,136.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.7% | -5.9% | -0.9% |
| 7D | -9.7% | -25.5% | +15.8% | -6.3% |
| 30D | +3.6% | -49.0% | +52.6% | +12.9% |
| 3M | +13.3% | -49.8% | +63.2% | +23.1% |
| 6M | +16.9% | -64.8% | +81.7% | +31.5% |
| YTD | +43.4% | -27.6% | +71.0% | +43.2% |
| 1Y | +44.5% | -35.2% | +79.7% | +45.6% |
| 3Y | +64.0% | +137.1% | -73.2% | +27.6% |
| 5Y | +126.4% | +760.3% | -633.9% | +37.3% |
| 10Y | +209.4% | +938.8% | -729.4% | +64.5% |
| All | +4,775.6% | +1,638.7% | +3,136.9% | +1,979.6% |
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