+4,261.5%
XOM vs MOD
+3,565.2%
+696.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +4.3% | -6.0% | -2.3% |
| 7D | +1.8% | +9.6% | -7.8% | +0.5% |
| 30D | +5.9% | 0.0% | +5.8% | +5.6% |
| 3M | +5.6% | -35.4% | +40.9% | +10.7% |
| 6M | +7.9% | -7.3% | +15.1% | +6.3% |
| YTD | +35.2% | +45.8% | -10.6% | +24.3% |
| 1Y | +46.0% | +43.1% | +2.8% | +33.2% |
| 3Y | +55.0% | +297.7% | -242.6% | +14.6% |
| 5Y | +246.3% | +1,478.8% | -1,232.4% | +100.0% |
| 10Y | +181.0% | +1,633.4% | -1,452.4% | +45.2% |
| All | +4,261.5% | +3,565.2% | +696.3% | +1,683.2% |
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