+222.3%
UMC vs MOD
+300.6%
-78.3%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +4.3% | +0.3% | +3.7% |
| 7D | +5.0% | +9.6% | -4.6% | +3.0% |
| 30D | +7.7% | 0.0% | +7.6% | +7.5% |
| 3M | +1.7% | -35.4% | +37.0% | +10.3% |
| 6M | +113.9% | -7.3% | +121.2% | +118.8% |
| YTD | +168.9% | +45.8% | +123.1% | +156.7% |
| 1Y | +207.2% | +43.1% | +164.1% | +190.9% |
| All | +222.3% | +300.6% | -78.3% | +117.5% |
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 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