+1,082.0%
UMC vs MOD
+911.6%
+170.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +5.7% | -2.2% | +2.5% |
| 7D | -17.0% | -25.5% | +8.6% | -12.8% |
| 30D | -40.6% | -49.0% | +8.4% | -33.3% |
| 3M | -27.9% | -49.8% | +22.0% | -19.1% |
| 6M | -7.5% | -64.8% | +57.3% | +10.2% |
| YTD | +79.3% | -27.6% | +106.9% | +89.2% |
| 1Y | +92.8% | -35.2% | +128.0% | +105.6% |
| 3Y | +108.2% | +137.1% | -29.0% | +70.9% |
| 5Y | +68.4% | +760.3% | -691.8% | +10.3% |
| All | +1,082.0% | +911.6% | +170.4% | +697.6% |
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