-21.3%
UNH vs MOD
+129.2%
-150.5%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.7% | -6.1% | -0.3% |
| 7D | -3.2% | -25.5% | +22.4% | -3.6% |
| 30D | +4.8% | -49.0% | +53.8% | +3.7% |
| 3M | -1.8% | -49.8% | +48.0% | -2.9% |
| 6M | +8.6% | -64.8% | +73.4% | +7.0% |
| YTD | +21.8% | -27.6% | +49.4% | +20.8% |
| 1Y | +25.8% | -35.2% | +61.0% | +24.7% |
| 3Y | -21.3% | +137.1% | -158.5% | -12.6% |
| All | -21.3% | +129.2% | -150.5% | -12.6% |
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