+768.4%
VLO vs MOD
+911.6%
-143.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +5.7% | -7.1% | -2.4% |
| 7D | -13.3% | -25.5% | +12.2% | -8.7% |
| 30D | -18.3% | -49.0% | +30.7% | -8.1% |
| 3M | +14.3% | -49.8% | +64.2% | +28.2% |
| 6M | +47.6% | -64.8% | +112.4% | +73.8% |
| YTD | +116.0% | -27.6% | +143.6% | +112.6% |
| 1Y | +101.0% | -35.2% | +136.2% | +100.8% |
| 3Y | +199.0% | +137.1% | +61.9% | +96.2% |
| 5Y | +419.0% | +760.3% | -341.2% | +120.6% |
| All | +768.4% | +911.6% | -143.2% | +195.3% |
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