+9,592.7%
UNP vs MOD
+1,544.7%
+8,048.0%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -7.3% | +3.8% | -2.2% |
| 7D | -1.3% | -34.2% | +32.8% | +5.1% |
| 30D | +7.7% | -51.9% | +59.6% | +20.4% |
| 3M | +1.3% | -53.0% | +54.3% | +13.0% |
| 6M | +14.0% | -66.4% | +80.3% | +32.5% |
| YTD | +30.8% | -31.5% | +62.3% | +32.5% |
| 1Y | +40.0% | -39.6% | +79.5% | +43.8% |
| 3Y | +50.1% | +116.8% | -66.8% | +13.9% |
| 5Y | +39.6% | +713.8% | -674.2% | -21.1% |
| 10Y | +318.1% | +882.7% | -564.6% | +99.7% |
| All | +9,592.7% | +1,544.7% | +8,048.0% | +3,454.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling