+204.4%
MOD vs NVD
-98.5%
+303.0%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +27.9% | +3.9% | +24.0% | +29.2% |
| 7D | +40.4% | +28.6% | +11.8% | +53.5% |
| 30D | -14.0% | +73.6% | -87.6% | +7.5% |
| 3M | -33.3% | +70.1% | -103.4% | -15.7% |
| 6M | -51.4% | +53.6% | -105.0% | -37.8% |
| YTD | +1.6% | -7.0% | +8.6% | +13.6% |
| 1Y | +5.4% | -9.0% | +14.4% | +18.6% |
| 3Y | +191.0% | -98.3% | +289.3% | +56.2% |
| All | +204.4% | -98.5% | +303.0% | +55.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling