+129.1%
UMC vs MOD
+346.4%
-217.3%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +5.7% | -2.2% | +2.1% |
| 7D | -17.0% | -25.5% | +8.6% | -11.0% |
| 30D | -40.6% | -49.0% | +8.4% | -30.0% |
| 3M | -27.9% | -49.8% | +22.0% | -15.2% |
| 6M | -7.5% | -64.8% | +57.3% | +18.7% |
| YTD | +79.3% | -27.6% | +106.9% | +88.4% |
| 1Y | +92.8% | -35.2% | +128.0% | +106.0% |
| 3Y | +108.2% | +137.1% | -29.0% | +45.2% |
| 5Y | +68.4% | +760.3% | -691.8% | -20.6% |
| 10Y | +1,107.7% | +938.8% | +168.9% | +324.0% |
| All | +129.1% | +346.4% | -217.3% | -36.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling