+278.9%
UNP vs MOD
+1,079.7%
-800.8%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +27.9% | -28.4% | -4.1% |
| 7D | +4.2% | +40.4% | -36.2% | -0.8% |
| 30D | +5.6% | -14.0% | +19.6% | +6.5% |
| 3M | +2.0% | -33.3% | +35.4% | +5.9% |
| 6M | +15.4% | -51.4% | +66.8% | +23.7% |
| YTD | +32.7% | +1.6% | +31.1% | +26.0% |
| 1Y | +39.4% | +5.4% | +34.0% | +30.9% |
| 3Y | +54.3% | +191.0% | -136.7% | +13.8% |
| 5Y | +39.6% | +1,093.1% | -1,053.5% | -24.1% |
| All | +278.9% | +1,079.7% | -800.8% | +84.6% |
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 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