+275.9%
UNP vs MOD
+1,642.7%
-1,366.8%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.3% | -4.1% | -0.4% |
| 7D | -5.3% | +9.6% | -14.9% | -6.6% |
| 30D | -1.5% | 0.0% | -1.6% | -1.7% |
| 3M | +10.3% | -35.4% | +45.6% | +16.1% |
| 6M | +9.7% | -7.3% | +16.9% | +8.4% |
| YTD | +27.1% | +45.8% | -18.7% | +16.8% |
| 1Y | +32.6% | +43.1% | -10.6% | +20.8% |
| 3Y | +40.0% | +297.7% | -257.7% | +0.6% |
| 5Y | +50.8% | +1,478.8% | -1,427.9% | -19.2% |
| All | +275.9% | +1,642.7% | -1,366.8% | +72.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling