+5.4%
MOD vs UUUU
-58.2%
+63.6%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +27.9% | -1.3% | +29.2% | +28.3% |
| 7D | +40.4% | -1.1% | +41.5% | +40.8% |
| 30D | -14.0% | -21.0% | +7.0% | -7.1% |
| 3M | -33.3% | -54.8% | +21.5% | -15.4% |
| 6M | -51.4% | -67.3% | +15.9% | -34.3% |
| YTD | +1.6% | -54.7% | +56.3% | +11.7% |
| 1Y | +5.4% | -57.4% | +62.8% | +17.5% |
| All | +5.4% | -58.2% | +63.6% | +17.5% |
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