+138.2%
MOD vs NVD
-98.8%
+237.0%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +8.7% | +1.2% | +13.0% |
| 7D | -13.9% | +23.8% | -37.7% | -5.6% |
| 30D | -41.5% | +57.0% | -98.5% | -29.4% |
| 3M | -45.7% | +41.6% | -87.3% | -35.7% |
| 6M | -61.1% | +17.6% | -78.7% | -54.7% |
| YTD | -20.5% | -21.4% | +0.9% | -16.4% |
| 1Y | -32.1% | -23.3% | -8.9% | -27.6% |
| 3Y | +146.5% | -98.7% | +245.1% | +21.6% |
| All | +138.2% | -98.8% | +237.0% | +14.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 NVD 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