+39.4%
UNP vs MOD
-6.2%
+45.6%
-12.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +27.9% | -28.4% | -1.0% |
| 7D | +4.2% | +40.4% | -36.2% | +3.6% |
| 30D | +5.6% | -14.0% | +19.6% | +6.0% |
| 3M | +2.0% | -33.3% | +35.4% | +3.4% |
| 6M | +15.4% | -51.4% | +66.8% | +18.5% |
| YTD | +32.7% | +1.6% | +31.1% | +26.5% |
| 1Y | +39.4% | +5.4% | +34.0% | +33.1% |
| All | +39.4% | -6.2% | +45.6% | +33.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling