+45.5%
UNP vs MOD
+129.2%
-83.7%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +5.7% | -8.3% | -3.0% |
| 7D | -4.6% | -25.5% | +21.0% | -3.1% |
| 30D | +5.6% | -49.0% | +54.6% | +9.9% |
| 3M | -1.3% | -49.8% | +48.5% | +2.5% |
| 6M | +9.2% | -64.8% | +74.0% | +15.9% |
| YTD | +27.3% | -27.6% | +55.0% | +25.9% |
| 1Y | +35.9% | -35.2% | +71.1% | +35.0% |
| 3Y | +45.5% | +137.1% | -91.7% | +14.6% |
| All | +45.5% | +129.2% | -83.7% | +14.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling