+207.2%
UMC vs MOD
+45.0%
+162.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +4.3% | +0.3% | +3.4% |
| 7D | +5.0% | +9.6% | -4.6% | +2.4% |
| 30D | +7.7% | 0.0% | +7.6% | +7.5% |
| 3M | +1.7% | -35.4% | +37.0% | +11.3% |
| 6M | +113.9% | -7.3% | +121.2% | +126.5% |
| YTD | +168.9% | +45.8% | +123.1% | +189.2% |
| 1Y | +207.2% | +43.1% | +164.1% | +234.3% |
| All | +207.2% | +45.0% | +162.2% | +234.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling