+51.7%
XOP vs MOD
+1,079.7%
-1,028.0%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +27.9% | -26.9% | -5.2% |
| 7D | +6.3% | +40.4% | -34.1% | -2.3% |
| 30D | -6.6% | -14.0% | +7.4% | -5.0% |
| 3M | +3.6% | -33.3% | +36.9% | +10.5% |
| 6M | +10.8% | -51.4% | +62.2% | +24.1% |
| YTD | +48.3% | +1.6% | +46.7% | +34.0% |
| 1Y | +42.9% | +5.4% | +37.6% | +26.7% |
| 3Y | +43.3% | +191.0% | -147.7% | -15.0% |
| 5Y | +94.0% | +1,093.1% | -999.2% | -32.5% |
| All | +51.7% | +1,079.7% | -1,028.0% | -52.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling