+426.2%
VLO vs MOD
+720.4%
-294.2%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -7.3% | +3.4% | -3.2% |
| 7D | -8.7% | -34.2% | +25.5% | -5.5% |
| 30D | -16.2% | -51.9% | +35.7% | -11.1% |
| 3M | +16.2% | -53.0% | +69.2% | +23.3% |
| 6M | +39.8% | -66.4% | +106.1% | +51.4% |
| YTD | +119.0% | -31.5% | +150.5% | +116.0% |
| 1Y | +110.8% | -39.6% | +150.4% | +110.2% |
| 3Y | +201.7% | +116.8% | +84.9% | +140.2% |
| 5Y | +426.2% | +713.8% | -287.6% | +261.9% |
| All | +426.2% | +720.4% | -294.2% | +261.9% |
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