+16.6%
OXY vs MOD
+822.6%
-806.0%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.5% | +2.6% | +2.1% |
| 7D | +3.6% | +16.1% | -12.5% | +0.1% |
| 30D | -5.3% | -38.5% | +33.2% | +4.2% |
| 3M | +0.2% | -46.8% | +47.0% | +12.8% |
| 6M | +4.7% | -61.6% | +66.3% | +24.0% |
| YTD | +44.0% | -20.5% | +64.5% | +37.7% |
| 1Y | +42.1% | -28.0% | +70.1% | +37.6% |
| 3Y | +1.2% | +134.9% | -133.8% | -39.0% |
| 5Y | +95.7% | +833.2% | -737.5% | -34.2% |
| All | +16.6% | +822.6% | -806.0% | -68.3% |
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 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