+50.3%
XOP vs MOD
+822.6%
-772.3%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.2% | +1.8% |
| 7D | +5.2% | +16.1% | -10.9% | +1.5% |
| 30D | -8.4% | -38.5% | +30.2% | +1.1% |
| 3M | +2.9% | -46.8% | +49.8% | +16.4% |
| 6M | +8.8% | -61.6% | +70.4% | +29.5% |
| YTD | +46.9% | -20.5% | +67.4% | +41.3% |
| 1Y | +41.5% | -28.0% | +69.5% | +38.0% |
| 3Y | +43.1% | +134.9% | -91.8% | -10.5% |
| 5Y | +92.2% | +833.2% | -741.0% | -28.8% |
| All | +50.3% | +822.6% | -772.3% | -50.1% |
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