+883.9%
VLO vs MOD
+1,642.7%
-758.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.3% | -4.3% | -0.8% |
| 7D | +5.2% | +9.6% | -4.4% | +3.4% |
| 30D | +22.6% | 0.0% | +22.6% | +22.3% |
| 3M | +43.8% | -35.4% | +79.1% | +54.1% |
| 6M | +65.7% | -7.3% | +73.0% | +61.7% |
| YTD | +131.1% | +45.8% | +85.3% | +102.1% |
| 1Y | +143.6% | +43.1% | +100.5% | +110.4% |
| 3Y | +201.4% | +297.7% | -96.3% | +83.2% |
| 5Y | +568.9% | +1,478.8% | -909.9% | +160.7% |
| All | +883.9% | +1,642.7% | -758.8% | +202.3% |
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