+743.6%
VLO vs MOD
+1,005.7%
-262.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +9.9% | -6.9% | +1.1% |
| 7D | -6.5% | -13.9% | +7.5% | -4.2% |
| 30D | -17.8% | -41.5% | +23.8% | -9.9% |
| 3M | +19.6% | -45.7% | +65.3% | +32.1% |
| 6M | +49.3% | -61.1% | +110.4% | +72.3% |
| YTD | +122.4% | -20.5% | +142.9% | +115.0% |
| 1Y | +107.4% | -32.1% | +139.6% | +105.7% |
| 3Y | +223.1% | +146.5% | +76.6% | +111.6% |
| 5Y | +432.2% | +812.7% | -380.5% | +125.3% |
| 10Y | +743.6% | +966.8% | -223.2% | +192.4% |
| All | +743.6% | +1,005.7% | -262.1% | +192.4% |
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