+227.5%
UNH vs MOD
+920.5%
-693.0%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.9% | +4.8% | +2.1% |
| 7D | +0.2% | -17.8% | +18.0% | +1.2% |
| 30D | +6.8% | -43.2% | +50.0% | +10.4% |
| 3M | -0.3% | -46.0% | +45.8% | +3.2% |
| 6M | +7.9% | -62.2% | +70.1% | +13.7% |
| YTD | +25.1% | -22.8% | +47.9% | +24.0% |
| 1Y | +29.3% | -35.5% | +64.8% | +29.5% |
| 3Y | -20.3% | +128.2% | -148.5% | -32.6% |
| 5Y | -3.6% | +791.6% | -795.2% | -33.3% |
| 10Y | +227.5% | +886.3% | -658.8% | +101.3% |
| All | +227.5% | +920.5% | -693.0% | +101.3% |
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