+67.3%
XOP vs MOD
+340.6%
-273.3%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -7.3% | +4.4% | -1.0% |
| 7D | -12.7% | -34.2% | +21.4% | -3.4% |
| 30D | -7.6% | -51.9% | +44.3% | +10.3% |
| 3M | +5.8% | -53.0% | +58.9% | +25.9% |
| 6M | -2.7% | -66.4% | +63.6% | +22.7% |
| YTD | +39.7% | -31.5% | +71.2% | +40.8% |
| 1Y | +42.4% | -39.6% | +82.0% | +46.6% |
| 3Y | +26.4% | +116.8% | -90.4% | -18.8% |
| 5Y | +78.9% | +713.8% | -634.9% | -28.7% |
| 10Y | +52.1% | +882.7% | -830.6% | -51.3% |
| All | +67.3% | +340.6% | -273.3% | -49.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling