+1,271.9%
OXY vs MOD
+1,819.7%
-547.8%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.5% | -2.9% | -0.1% |
| 7D | -0.2% | +8.2% | -8.4% | -1.9% |
| 30D | -6.4% | -38.2% | +31.8% | +1.8% |
| 3M | -2.6% | -46.2% | +43.6% | +7.9% |
| 6M | +4.8% | -62.5% | +67.3% | +22.2% |
| YTD | +41.2% | -20.1% | +61.3% | +37.6% |
| 1Y | +39.5% | -29.7% | +69.2% | +38.3% |
| 3Y | -0.8% | +136.2% | -137.0% | -30.0% |
| 5Y | +91.6% | +820.4% | -728.8% | -5.9% |
| 10Y | +15.7% | +839.8% | -824.1% | -48.2% |
| All | +1,271.9% | +1,819.7% | -547.8% | +331.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling