+200.6%
UAL vs MOD
+116.8%
+83.8%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -7.3% | +2.7% | -2.9% |
| 7D | +5.0% | -34.2% | +39.2% | +14.2% |
| 30D | -1.2% | -51.9% | +50.6% | +15.9% |
| 3M | -16.8% | -53.0% | +36.3% | -2.2% |
| 6M | +18.0% | -66.4% | +84.3% | +47.6% |
| YTD | -1.2% | -31.5% | +30.4% | +2.5% |
| 1Y | +14.3% | -39.6% | +53.9% | +21.1% |
| All | +200.6% | +116.8% | +83.8% | +101.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling