+298.3%
UNP vs MOD
+911.6%
-613.4%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +5.7% | -8.3% | -3.4% |
| 7D | -4.6% | -25.5% | +21.0% | -1.3% |
| 30D | +5.6% | -49.0% | +54.6% | +14.6% |
| 3M | -1.3% | -49.8% | +48.5% | +6.8% |
| 6M | +9.2% | -64.8% | +74.0% | +22.7% |
| YTD | +27.3% | -27.6% | +55.0% | +27.0% |
| 1Y | +35.9% | -35.2% | +71.1% | +36.8% |
| 3Y | +45.5% | +137.1% | -91.7% | +10.0% |
| 5Y | +36.0% | +760.3% | -724.3% | -22.7% |
| All | +298.3% | +911.6% | -613.4% | +98.9% |
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