+752.5%
VLO vs MOD
+827.6%
-75.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.5% | +0.2% | +3.0% |
| 7D | -0.4% | +8.2% | -8.7% | -2.0% |
| 30D | -16.6% | -38.2% | +21.6% | -9.5% |
| 3M | +12.3% | -46.2% | +58.5% | +24.3% |
| 6M | +47.8% | -62.5% | +110.4% | +72.0% |
| YTD | +126.7% | -20.1% | +146.8% | +119.0% |
| 1Y | +105.4% | -29.7% | +135.0% | +102.2% |
| 3Y | +222.0% | +136.2% | +85.8% | +112.9% |
| 5Y | +449.8% | +820.4% | -370.5% | +131.3% |
| All | +752.5% | +827.6% | -75.0% | +195.5% |
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