+73.7%
UAL vs MOD
+1,079.7%
-1,006.0%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +27.9% | -29.6% | -10.8% |
| 7D | -3.0% | +40.4% | -43.5% | -14.7% |
| 30D | +10.5% | -14.0% | +24.5% | +12.0% |
| 3M | -13.5% | -33.3% | +19.9% | -5.0% |
| 6M | +14.2% | -51.4% | +65.6% | +36.1% |
| YTD | -2.2% | +1.6% | -3.9% | -12.2% |
| 1Y | +12.5% | +5.4% | +7.1% | -1.4% |
| 3Y | +186.8% | +191.0% | -4.2% | +48.3% |
| 5Y | +119.4% | +1,093.1% | -973.8% | -41.4% |
| All | +73.7% | +1,079.7% | -1,006.0% | -66.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 10y: compounded portfolio wealth divided by compounded MOD 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…
10y analysis · Full analysis span regression · 6 months rolling