+704.1%
MOD vs UUUU
-92.0%
+796.1%
-97.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.8% | +3.5% | +4.2% |
| 7D | +9.6% | -1.4% | +11.0% | +9.8% |
| 30D | 0.0% | +16.3% | -16.3% | -1.9% |
| 3M | -35.4% | -16.7% | -18.7% | -34.0% |
| 6M | -7.3% | -33.7% | +26.4% | -3.0% |
| YTD | +45.8% | -0.5% | +46.3% | +43.4% |
| 1Y | +43.1% | +28.9% | +14.3% | +34.4% |
| 3Y | +297.7% | +99.9% | +197.8% | +245.4% |
| 5Y | +1,478.8% | +135.3% | +1,343.5% | +1,193.7% |
| 10Y | +1,633.4% | +518.4% | +1,115.0% | +1,063.7% |
| All | +704.1% | -92.0% | +796.1% | +400.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling