+137.1%
MOD vs UUUU
-18.4%
+155.5%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.1% | +4.6% | +5.4% |
| 7D | -25.5% | -13.6% | -11.9% | -22.4% |
| 30D | -49.0% | -35.1% | -13.9% | -42.5% |
| 3M | -49.8% | -48.4% | -1.4% | -40.3% |
| 6M | -64.8% | -71.7% | +6.9% | -52.0% |
| YTD | -27.6% | -54.2% | +26.6% | -16.0% |
| 1Y | -35.2% | -56.0% | +20.8% | -24.3% |
| 3Y | +137.1% | -13.1% | +150.2% | +81.5% |
| All | +137.1% | -18.4% | +155.5% | +81.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling