-3.5%
OXY vs MOD
+129.2%
-132.7%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.7% | -5.7% | -0.3% |
| 7D | -11.9% | -25.5% | +13.6% | -10.5% |
| 30D | -3.1% | -49.0% | +45.9% | +0.3% |
| 3M | +1.1% | -49.8% | +50.9% | +4.6% |
| 6M | +3.2% | -64.8% | +68.0% | +8.7% |
| YTD | +39.0% | -27.6% | +66.7% | +34.7% |
| 1Y | +42.7% | -35.2% | +77.9% | +39.3% |
| 3Y | -3.5% | +137.1% | -140.7% | -23.1% |
| All | -3.5% | +129.2% | -132.7% | -23.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling