+15.7%
OXY vs MOD
+915.9%
-900.2%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.5% | -2.9% | -0.2% |
| 7D | -0.2% | +8.2% | -8.4% | -2.1% |
| 30D | -6.4% | -38.2% | +31.8% | +2.9% |
| 3M | -2.6% | -46.2% | +43.6% | +9.3% |
| 6M | +4.8% | -62.5% | +67.3% | +24.8% |
| YTD | +41.2% | -20.1% | +61.3% | +34.8% |
| 1Y | +39.5% | -29.7% | +69.2% | +35.9% |
| 3Y | -0.8% | +136.2% | -137.0% | -40.3% |
| 5Y | +91.6% | +820.4% | -728.8% | -35.2% |
| 10Y | +15.7% | +839.8% | -824.1% | -68.6% |
| All | +15.7% | +915.9% | -900.2% | -68.6% |
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 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