-35.5%
MOD vs UUUU
-58.9%
+23.4%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -7.8% | +4.9% | -0.2% |
| 7D | -17.8% | -6.9% | -10.9% | -15.7% |
| 30D | -43.2% | -32.3% | -10.9% | -35.5% |
| 3M | -46.0% | -52.8% | +6.8% | -32.1% |
| 6M | -62.2% | -68.5% | +6.2% | -48.3% |
| YTD | -22.8% | -53.6% | +30.8% | -17.0% |
| 1Y | -35.5% | -59.1% | +23.7% | -27.3% |
| All | -35.5% | -58.9% | +23.4% | -27.3% |
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