+1,304.8%
UMC vs MOD
+822.6%
+482.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.5% | -1.9% |
| 7D | +17.8% | +16.1% | +1.7% | +14.7% |
| 30D | -29.6% | -38.5% | +8.9% | -23.5% |
| 3M | -18.4% | -46.8% | +28.4% | -9.3% |
| 6M | -0.1% | -61.6% | +61.5% | +17.2% |
| YTD | +104.0% | -20.5% | +124.6% | +111.7% |
| 1Y | +121.5% | -28.0% | +149.5% | +132.0% |
| 3Y | +135.0% | +134.9% | +0.1% | +92.4% |
| 5Y | +83.0% | +833.2% | -750.1% | +17.3% |
| All | +1,304.8% | +822.6% | +482.2% | +796.5% |
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 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