+92.2%
XOP vs MOD
+815.4%
-723.3%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.2% | +1.7% |
| 7D | +5.2% | +16.1% | -10.9% | +3.2% |
| 30D | -8.4% | -38.5% | +30.2% | -3.3% |
| 3M | +2.9% | -46.8% | +49.8% | +10.1% |
| 6M | +8.8% | -61.6% | +70.4% | +19.9% |
| YTD | +46.9% | -20.5% | +67.4% | +42.1% |
| 1Y | +41.5% | -28.0% | +69.5% | +38.1% |
| 3Y | +43.1% | +134.9% | -91.8% | +7.4% |
| 5Y | +92.2% | +833.2% | -741.0% | +15.3% |
| All | +92.2% | +815.4% | -723.3% | +15.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling