+135,813.1%
UNH vs MOD
+1,638.7%
+134,174.5%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.7% | -6.1% | -1.0% |
| 7D | -3.2% | -25.5% | +22.4% | -0.3% |
| 30D | +4.8% | -49.0% | +53.8% | +12.3% |
| 3M | -1.8% | -49.8% | +48.0% | +5.0% |
| 6M | +8.6% | -64.8% | +73.4% | +19.6% |
| YTD | +21.8% | -27.6% | +49.4% | +21.8% |
| 1Y | +25.8% | -35.2% | +61.0% | +26.9% |
| 3Y | -21.3% | +137.1% | -158.5% | -36.6% |
| 5Y | -5.3% | +760.3% | -765.6% | -38.4% |
| 10Y | +238.1% | +938.8% | -700.7% | +92.3% |
| All | +135,813.1% | +1,638.7% | +134,174.5% | +55,931.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling