+40.4%
UNP vs MOD
+815.4%
-775.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.2% | +0.7% |
| 7D | +2.1% | +16.1% | -14.0% | +0.8% |
| 30D | +7.7% | -38.5% | +46.3% | +11.7% |
| 3M | +4.0% | -46.8% | +50.9% | +9.0% |
| 6M | +15.7% | -61.6% | +77.3% | +24.0% |
| YTD | +33.5% | -20.5% | +54.0% | +31.4% |
| 1Y | +38.9% | -28.0% | +67.0% | +37.5% |
| 3Y | +53.7% | +134.9% | -81.3% | +23.9% |
| 5Y | +40.4% | +833.2% | -792.7% | -7.8% |
| All | +40.4% | +815.4% | -775.0% | -7.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling