+52.6%
XOM vs MOD
-33.0%
+85.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -21.4% | +16.8% | -5.3% |
| 7D | -7.0% | -31.3% | +24.3% | -8.4% |
| 30D | +3.2% | -46.1% | +49.3% | +0.5% |
| 3M | +10.7% | -51.1% | +61.8% | +7.4% |
| 6M | +11.6% | -62.1% | +73.7% | +7.7% |
| YTD | +43.5% | -26.2% | +69.7% | +35.2% |
| 1Y | +52.6% | -32.6% | +85.2% | +44.7% |
| All | +52.6% | -33.0% | +85.6% | +44.7% |
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 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