-32.6%
MOD vs UUUU
-55.1%
+22.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.4% | -0.8% | -20.6% | -21.2% |
| 7D | -31.3% | -14.4% | -16.9% | -27.7% |
| 30D | -46.1% | -33.6% | -12.5% | -38.7% |
| 3M | -51.1% | -44.2% | -7.0% | -41.8% |
| 6M | -62.1% | -66.8% | +4.7% | -49.3% |
| YTD | -26.2% | -50.6% | +24.4% | -21.4% |
| 1Y | -32.6% | -57.8% | +25.2% | -24.0% |
| All | -32.6% | -55.1% | +22.6% | -24.0% |
Cumulative growth
Daily Returns
Daily percentage return beside UUUU.
Daily Out/Under-Performance
Portfolio return minus UUUU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UUUU 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 UUUU 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