+92.6%
UAL vs MOD
+911.6%
-819.0%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +5.7% | -3.7% | +0.1% |
| 7D | +8.2% | -25.5% | +33.7% | +17.1% |
| 30D | +2.3% | -49.0% | +51.3% | +25.5% |
| 3M | -12.7% | -49.8% | +37.1% | +6.9% |
| 6M | +12.7% | -64.8% | +77.5% | +51.5% |
| YTD | +0.8% | -27.6% | +28.5% | +2.9% |
| 1Y | +17.8% | -35.2% | +53.0% | +23.2% |
| 3Y | +206.7% | +137.1% | +69.6% | +71.1% |
| 5Y | +113.9% | +760.3% | -646.4% | -35.2% |
| All | +92.6% | +911.6% | -819.0% | -55.6% |
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