+106.0%
UMC vs MOD
-35.8%
+141.8%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.9% | +3.9% | +1.9% |
| 7D | -8.3% | -17.8% | +9.5% | -3.8% |
| 30D | -34.5% | -43.2% | +8.7% | -23.8% |
| 3M | -20.0% | -46.0% | +26.1% | -6.2% |
| 6M | -0.7% | -62.2% | +61.5% | +26.6% |
| YTD | +94.7% | -22.8% | +117.5% | +159.0% |
| 1Y | +106.0% | -35.5% | +141.5% | +178.0% |
| All | +106.0% | -35.8% | +141.8% | +178.0% |
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