+138,844.2%
UNH vs MOD
+1,819.7%
+137,024.5%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.5% | -4.0% | -0.9% |
| 7D | -1.6% | +8.2% | -9.8% | -2.5% |
| 30D | +6.5% | -38.2% | +44.6% | +11.6% |
| 3M | +0.8% | -46.2% | +47.0% | +6.9% |
| 6M | +6.1% | -62.5% | +68.6% | +16.0% |
| YTD | +24.5% | -20.1% | +44.6% | +23.1% |
| 1Y | +26.3% | -29.7% | +56.0% | +26.2% |
| 3Y | -20.7% | +136.2% | -156.9% | -36.0% |
| 5Y | -3.6% | +820.4% | -823.9% | -37.7% |
| 10Y | +225.1% | +839.8% | -614.8% | +87.9% |
| All | +138,844.2% | +1,819.7% | +137,024.5% | +56,509.7% |
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