+36.4%
OXY vs MOD
+40.7%
-4.3%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.2% | +2.2% | +1.0% |
| 7D | -0.5% | +6.3% | -6.8% | -0.2% |
| 30D | +8.5% | -1.7% | +10.1% | +8.5% |
| 3M | +6.0% | -30.1% | +36.1% | +4.8% |
| 6M | +13.0% | +2.7% | +10.3% | +12.3% |
| YTD | +48.9% | +44.1% | +4.8% | +45.8% |
| 1Y | +36.4% | +38.7% | -2.3% | +31.0% |
| All | +36.4% | +40.7% | -4.3% | +31.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling