+39.7%
XOP vs MOD
+137.0%
-97.4%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.5% | -0.9% | +2.3% |
| 7D | +0.5% | +8.2% | -7.8% | -0.4% |
| 30D | -7.3% | -38.2% | +30.9% | -3.1% |
| 3M | +1.4% | -46.2% | +47.6% | +7.1% |
| 6M | +7.8% | -62.5% | +70.3% | +17.3% |
| YTD | +44.5% | -20.1% | +64.6% | +38.2% |
| 1Y | +37.0% | -29.7% | +66.7% | +32.9% |
| All | +39.7% | +137.0% | -97.4% | -2.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling