+432.7%
VLO vs MOD
+796.3%
-363.6%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.9% | +1.2% | -1.4% |
| 7D | -9.5% | -17.8% | +8.3% | -8.1% |
| 30D | -19.1% | -43.2% | +24.1% | -15.4% |
| 3M | +11.4% | -46.0% | +57.4% | +16.7% |
| 6M | +46.7% | -62.2% | +109.0% | +57.3% |
| YTD | +118.6% | -22.8% | +141.4% | +113.3% |
| 1Y | +99.9% | -35.5% | +135.4% | +98.5% |
| 3Y | +210.5% | +128.2% | +82.2% | +146.9% |
| 5Y | +432.7% | +791.6% | -358.9% | +271.7% |
| All | +432.7% | +796.3% | -363.6% | +271.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling