+1,504.6%
MOD vs UUUU
+132.1%
+1,372.5%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.5% | -2.8% | -3.2% |
| 7D | +3.6% | +1.8% | +1.8% | +3.2% |
| 30D | -2.6% | +1.8% | -4.5% | -3.2% |
| 3M | -33.1% | +1.3% | -34.4% | -33.5% |
| 6M | -7.5% | -26.8% | +19.3% | -2.5% |
| YTD | +39.3% | +0.1% | +39.2% | +33.8% |
| 1Y | +34.3% | +11.2% | +23.0% | +21.6% |
| 3Y | +296.2% | +97.7% | +198.5% | +191.4% |
| 5Y | +1,504.6% | +127.3% | +1,377.2% | +986.4% |
| All | +1,504.6% | +132.1% | +1,372.5% | +986.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling