+810.7%
MOD vs UUUU
+377.1%
+433.6%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.6% | +3.1% | +0.2% |
| 7D | +16.1% | +1.4% | +14.7% | +15.9% |
| 30D | -38.5% | -27.9% | -10.6% | -34.4% |
| 3M | -46.8% | -53.8% | +7.0% | -38.5% |
| 6M | -61.6% | -68.1% | +6.5% | -52.7% |
| YTD | -20.5% | -54.1% | +33.5% | -10.6% |
| 1Y | -28.0% | -57.8% | +29.8% | -18.0% |
| 3Y | +134.9% | -15.4% | +150.4% | +119.5% |
| 5Y | +833.2% | -39.2% | +872.4% | +763.2% |
| All | +810.7% | +377.1% | +433.6% | +394.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling