+134.2%
UMC vs MOD
+201.5%
-67.2%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +27.9% | -30.1% | -8.1% |
| 7D | +11.2% | +40.4% | -29.2% | +2.4% |
| 30D | -28.0% | -14.0% | -14.0% | -26.7% |
| 3M | -20.5% | -33.3% | +12.8% | -15.1% |
| 6M | -1.6% | -51.4% | +49.8% | +11.6% |
| YTD | +99.4% | +1.6% | +97.8% | +102.3% |
| 1Y | +120.4% | +5.4% | +115.0% | +120.8% |
| 3Y | +134.2% | +191.0% | -56.8% | +55.6% |
| All | +134.2% | +201.5% | -67.2% | +55.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling