+214.3%
UNH vs MOD
+822.6%
-608.4%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.1% | +0.6% |
| 7D | +2.4% | +16.1% | -13.7% | +1.3% |
| 30D | +7.2% | -38.5% | +45.8% | +10.2% |
| 3M | +0.5% | -46.8% | +47.3% | +4.1% |
| 6M | +3.4% | -61.6% | +65.0% | +8.9% |
| YTD | +25.2% | -20.5% | +45.7% | +23.7% |
| 1Y | +22.7% | -28.0% | +50.7% | +21.8% |
| 3Y | -20.3% | +134.9% | -155.2% | -32.7% |
| 5Y | -3.4% | +833.2% | -836.5% | -33.4% |
| All | +214.3% | +822.6% | -608.4% | +93.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling