-20.5%
UNH vs MOD
+135.8%
-156.3%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.1% | +0.5% |
| 7D | +2.4% | +16.1% | -13.7% | +2.6% |
| 30D | +7.2% | -38.5% | +45.8% | +6.4% |
| 3M | +0.5% | -46.8% | +47.3% | -0.5% |
| 6M | +3.4% | -61.6% | +65.0% | +2.1% |
| YTD | +25.2% | -20.5% | +45.7% | +24.3% |
| 1Y | +22.7% | -28.0% | +50.7% | +21.8% |
| All | -20.5% | +135.8% | -156.3% | -10.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling