+117.8%
UAL vs MOD
+1,642.7%
-1,524.9%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +4.3% | -1.8% | +1.0% |
| 7D | +0.7% | +9.6% | -8.9% | -2.5% |
| 30D | -16.1% | 0.0% | -16.1% | -16.3% |
| 3M | +6.1% | -35.4% | +41.5% | +20.8% |
| 6M | +10.8% | -7.3% | +18.1% | +9.5% |
| YTD | -0.4% | +45.8% | -46.2% | -17.4% |
| 1Y | +5.0% | +43.1% | -38.1% | -14.2% |
| 3Y | +124.0% | +297.7% | -173.7% | +8.8% |
| 5Y | +141.0% | +1,478.8% | -1,337.8% | -38.2% |
| All | +117.8% | +1,642.7% | -1,524.9% | -60.2% |
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