+265.2%
UAL vs MOD
+305.5%
-40.4%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -21.4% | +29.4% | +15.7% |
| 7D | +11.9% | -31.3% | +43.3% | +25.5% |
| 30D | +5.2% | -46.1% | +51.4% | +28.3% |
| 3M | -12.7% | -51.1% | +38.4% | +9.4% |
| 6M | +28.5% | -62.1% | +90.6% | +71.5% |
| YTD | +3.5% | -26.2% | +29.7% | +5.4% |
| 1Y | +27.5% | -32.6% | +60.1% | +32.2% |
| 3Y | +208.6% | +133.8% | +74.8% | +74.2% |
| 5Y | +135.6% | +792.8% | -657.2% | -27.0% |
| 10Y | +102.3% | +959.8% | -857.5% | -53.0% |
| All | +265.2% | +305.5% | -40.4% | +8.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling