+4,436.6%
XOM vs MOD
+1,638.7%
+2,797.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +5.7% | -5.4% | -0.4% |
| 7D | -11.4% | -25.5% | +14.1% | -8.2% |
| 30D | +1.1% | -49.0% | +50.1% | +9.7% |
| 3M | +7.8% | -49.8% | +57.6% | +16.6% |
| 6M | +13.0% | -64.8% | +77.8% | +26.4% |
| YTD | +40.6% | -27.6% | +68.2% | +40.4% |
| 1Y | +49.1% | -35.2% | +84.3% | +50.1% |
| 3Y | +72.9% | +137.1% | -64.2% | +35.9% |
| 5Y | +204.0% | +760.3% | -556.3% | +88.1% |
| 10Y | +205.7% | +938.8% | -733.1% | +67.4% |
| All | +4,436.6% | +1,638.7% | +2,797.9% | +1,917.7% |
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 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