+284.1%
UNP vs MOD
+920.5%
-636.4%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.9% | +4.1% | +1.6% |
| 7D | -0.9% | -17.8% | +16.9% | +1.1% |
| 30D | +8.0% | -43.2% | +51.2% | +15.4% |
| 3M | +3.3% | -46.0% | +49.4% | +10.7% |
| 6M | +14.7% | -62.2% | +77.0% | +27.5% |
| YTD | +31.9% | -22.8% | +54.7% | +30.4% |
| 1Y | +37.1% | -35.5% | +72.6% | +38.3% |
| 3Y | +51.9% | +128.2% | -76.4% | +16.1% |
| 5Y | +39.3% | +791.6% | -752.3% | -20.8% |
| 10Y | +284.1% | +886.3% | -602.2% | +97.3% |
| All | +284.1% | +920.5% | -636.4% | +97.3% |
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