+199.0%
VLO vs MOD
+129.2%
+69.8%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +5.7% | -7.1% | -1.8% |
| 7D | -13.3% | -25.5% | +12.2% | -11.7% |
| 30D | -18.3% | -49.0% | +30.7% | -15.0% |
| 3M | +14.3% | -49.8% | +64.2% | +18.9% |
| 6M | +47.6% | -64.8% | +112.4% | +56.1% |
| YTD | +116.0% | -27.6% | +143.6% | +110.0% |
| 1Y | +101.0% | -35.2% | +136.2% | +97.2% |
| 3Y | +199.0% | +137.1% | +61.9% | +124.6% |
| All | +199.0% | +129.2% | +69.8% | +124.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling