+127.6%
MOD vs NVD
-98.4%
+226.0%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +9.0% | -9.6% | +2.7% |
| 7D | +16.1% | +17.0% | -0.9% | +23.2% |
| 30D | -38.5% | +77.3% | -115.8% | -22.3% |
| 3M | -46.8% | +61.6% | -108.4% | -33.9% |
| 6M | -61.6% | +40.7% | -102.3% | -52.2% |
| YTD | -20.5% | -10.5% | -10.0% | -12.1% |
| 1Y | -28.0% | -6.1% | -21.9% | -17.6% |
| All | +127.6% | -98.4% | +226.0% | +46.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling