+39.8%
XOP vs MOD
-37.3%
+77.1%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.7% | -5.9% | -0.2% |
| 7D | -14.7% | -25.5% | +10.8% | -14.7% |
| 30D | -7.7% | -49.0% | +41.3% | -8.5% |
| 3M | +4.4% | -49.8% | +54.3% | +3.6% |
| 6M | +3.5% | -64.8% | +68.3% | +2.1% |
| YTD | +39.4% | -27.6% | +67.1% | +33.8% |
| 1Y | +39.8% | -35.2% | +75.0% | +35.2% |
| All | +39.8% | -37.3% | +77.1% | +35.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling