+336.2%
MOD vs UUUU
-96.0%
+432.1%
-97.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +9.8% | +0.1% | +8.6% |
| 7D | -13.9% | -1.1% | -12.9% | -13.7% |
| 30D | -41.5% | -26.6% | -14.9% | -39.1% |
| 3M | -45.7% | -48.3% | +2.6% | -41.1% |
| 6M | -61.1% | -65.8% | +4.7% | -55.7% |
| YTD | -20.5% | -49.7% | +29.2% | -14.8% |
| 1Y | -32.1% | -53.3% | +21.2% | -26.7% |
| 3Y | +146.5% | -7.4% | +153.8% | +136.0% |
| 5Y | +812.7% | -33.4% | +846.1% | +771.0% |
| 10Y | +966.8% | +441.5% | +525.4% | +646.5% |
| All | +336.2% | -96.0% | +432.1% | +195.6% |
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