+849.0%
SLB vs MOD
+1,673.7%
-824.8%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -21.4% | +20.3% | +3.5% |
| 7D | -4.1% | -31.3% | +27.3% | +3.3% |
| 30D | +2.5% | -46.1% | +48.7% | +16.0% |
| 3M | +2.0% | -51.1% | +53.1% | +16.9% |
| 6M | -6.3% | -62.1% | +55.7% | +11.5% |
| YTD | +36.5% | -26.2% | +62.7% | +38.1% |
| 1Y | +46.2% | -32.6% | +78.8% | +49.4% |
| 3Y | -2.1% | +133.8% | -135.9% | -30.4% |
| 5Y | +73.7% | +792.8% | -719.1% | -14.7% |
| 10Y | -12.3% | +959.8% | -972.1% | -63.5% |
| All | +849.0% | +1,673.7% | -824.8% | +189.2% |
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