+82.5%
XOP vs MOD
+845.1%
-762.6%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.3% | -5.1% | -2.0% |
| 7D | +2.6% | +9.6% | -7.0% | +0.1% |
| 30D | +15.4% | 0.0% | +15.4% | +15.0% |
| 3M | +12.1% | -35.4% | +47.4% | +23.0% |
| 6M | +19.7% | -7.3% | +27.0% | +15.9% |
| YTD | +52.4% | +45.8% | +6.6% | +28.7% |
| 1Y | +47.6% | +43.1% | +4.4% | +22.7% |
| 3Y | +34.4% | +297.7% | -263.3% | -25.3% |
| 5Y | +154.4% | +1,478.8% | -1,324.4% | -12.8% |
| 10Y | +54.7% | +1,633.4% | -1,578.7% | -56.4% |
| All | +82.5% | +845.1% | -762.6% | -53.4% |
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