+79.6%
XOM vs MOD
+201.5%
-121.9%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +27.9% | -27.4% | -0.1% |
| 7D | +2.8% | +40.4% | -37.6% | +2.1% |
| 30D | -3.6% | -14.0% | +10.4% | -3.6% |
| 3M | +8.2% | -33.3% | +41.6% | +8.6% |
| 6M | +14.0% | -51.4% | +65.5% | +15.1% |
| YTD | +44.6% | +1.6% | +43.0% | +39.9% |
| 1Y | +47.8% | +5.4% | +42.4% | +42.4% |
| 3Y | +79.6% | +191.0% | -111.4% | +51.8% |
| All | +79.6% | +201.5% | -121.9% | +51.8% |
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 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