+13.7%
OXY vs MOD
+920.5%
-906.8%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.9% | +4.9% | +2.7% |
| 7D | -5.8% | -17.8% | +12.0% | -2.4% |
| 30D | -5.3% | -43.2% | +37.9% | +5.9% |
| 3M | -2.5% | -46.0% | +43.5% | +9.3% |
| 6M | +8.3% | -62.2% | +70.5% | +28.6% |
| YTD | +40.3% | -22.8% | +63.1% | +35.1% |
| 1Y | +38.8% | -35.5% | +74.3% | +38.2% |
| 3Y | -1.4% | +128.2% | -129.7% | -40.1% |
| 5Y | +92.2% | +791.6% | -699.4% | -34.2% |
| 10Y | +13.7% | +886.3% | -872.6% | -68.5% |
| All | +13.7% | +920.5% | -906.8% | -68.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling