+36.0%
UL vs MOD
+129.2%
-93.2%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +5.7% | -8.2% | -2.3% |
| 7D | +1.1% | -25.5% | +26.7% | +0.4% |
| 30D | +8.2% | -49.0% | +57.2% | +6.6% |
| 3M | +4.5% | -49.8% | +54.4% | +3.0% |
| 6M | +12.6% | -64.8% | +77.3% | +10.5% |
| YTD | +3.5% | -27.6% | +31.2% | +2.1% |
| 1Y | -0.4% | -35.2% | +34.8% | -1.8% |
| 3Y | +36.0% | +137.1% | -101.1% | +32.4% |
| All | +36.0% | +129.2% | -93.2% | +32.4% |
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