+120.7%
VLO vs MOD
-6.2%
+126.8%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +27.9% | -26.6% | +1.3% |
| 7D | +9.6% | +40.4% | -30.8% | +9.7% |
| 30D | -17.4% | -14.0% | -3.4% | -18.4% |
| 3M | +10.8% | -33.3% | +44.1% | +8.2% |
| 6M | +56.9% | -51.4% | +108.4% | +50.7% |
| YTD | +136.8% | +1.6% | +135.2% | +132.5% |
| 1Y | +120.7% | +5.4% | +115.3% | +115.6% |
| All | +120.7% | -6.2% | +126.8% | +115.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling