+25.8%
UNH vs MOD
-6.2%
+32.0%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +27.9% | -27.3% | +1.1% |
| 7D | +3.4% | +40.4% | -37.0% | +4.1% |
| 30D | +3.0% | -14.0% | +17.0% | +2.5% |
| 3M | +2.7% | -33.3% | +36.1% | +1.8% |
| 6M | +2.8% | -51.4% | +54.2% | +1.5% |
| YTD | +25.9% | +1.6% | +24.3% | +22.5% |
| 1Y | +25.8% | +5.4% | +20.4% | +23.0% |
| All | +25.8% | -6.2% | +32.0% | +23.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling