+1,772.2%
UMC vs MOD
+1,504.3%
+268.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.2% | +6.2% | +5.3% |
| 7D | +6.6% | +6.3% | +0.3% | +5.5% |
| 30D | +16.6% | -1.7% | +18.2% | +16.8% |
| 3M | +11.0% | -30.1% | +41.1% | +18.0% |
| 6M | +131.3% | +2.7% | +128.6% | +130.9% |
| YTD | +182.5% | +44.1% | +138.4% | +165.5% |
| 1Y | +222.3% | +38.7% | +183.5% | +201.9% |
| 3Y | +253.0% | +309.8% | -56.7% | +163.4% |
| 5Y | +141.8% | +1,569.7% | -1,427.9% | +41.4% |
| 10Y | +1,772.2% | +1,520.5% | +251.7% | +972.2% |
| All | +1,772.2% | +1,504.3% | +268.0% | +972.2% |
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