+51.7%
XOP vs MOD
+1,604.6%
-1,552.9%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.3% | -5.1% | -1.8% |
| 7D | +2.6% | +9.6% | -7.0% | +0.4% |
| 30D | +15.4% | 0.0% | +15.4% | +15.1% |
| 3M | +12.1% | -35.4% | +47.4% | +21.8% |
| 6M | +19.7% | -7.3% | +27.0% | +16.1% |
| YTD | +52.4% | +45.8% | +6.6% | +30.1% |
| 1Y | +47.6% | +43.1% | +4.4% | +24.1% |
| 3Y | +34.4% | +297.7% | -263.3% | -24.4% |
| 5Y | +154.4% | +1,478.8% | -1,324.4% | -14.0% |
| All | +51.7% | +1,604.6% | -1,552.9% | -57.1% |
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