+28.5%
UNH vs MOD
+40.7%
-12.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.1% | +0.9% |
| 7D | +1.1% | +6.3% | -5.2% | +1.2% |
| 30D | -1.5% | -1.7% | +0.1% | -1.5% |
| 3M | -0.8% | -30.1% | +29.3% | -1.0% |
| 6M | +41.8% | +2.7% | +39.1% | +40.0% |
| YTD | +23.1% | +44.1% | -21.0% | +20.2% |
| 1Y | +28.5% | +38.7% | -10.2% | +28.7% |
| All | +28.5% | +40.7% | -12.2% | +28.7% |
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 2025-09-08 to 2026-09-08: 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling