+35,889.1%
VLO vs MOD
+3,565.2%
+32,323.8%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.3% | -4.3% | -0.9% |
| 7D | +5.2% | +9.6% | -4.4% | +3.2% |
| 30D | +22.6% | 0.0% | +22.6% | +22.3% |
| 3M | +43.8% | -35.4% | +79.1% | +54.7% |
| 6M | +65.7% | -7.3% | +73.0% | +62.0% |
| YTD | +131.1% | +45.8% | +85.3% | +102.6% |
| 1Y | +143.6% | +43.1% | +100.5% | +111.1% |
| 3Y | +201.4% | +297.7% | -96.3% | +91.1% |
| 5Y | +568.9% | +1,478.8% | -909.9% | +193.0% |
| 10Y | +891.8% | +1,633.4% | -741.6% | +271.5% |
| All | +35,889.1% | +3,565.2% | +32,323.8% | +9,144.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling