+116.8%
MOD vs NVD
-98.9%
+215.7%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -5.5% | +11.2% | +3.7% |
| 7D | -25.5% | +16.8% | -42.4% | -19.8% |
| 30D | -49.0% | +54.3% | -103.3% | -38.6% |
| 3M | -49.8% | +24.3% | -74.1% | -43.1% |
| 6M | -64.8% | +0.6% | -65.4% | -61.0% |
| YTD | -27.6% | -27.7% | +0.1% | -26.0% |
| 1Y | -35.2% | -29.4% | -5.8% | -32.8% |
| 3Y | +137.1% | -98.8% | +236.0% | +11.8% |
| All | +116.8% | -98.9% | +215.7% | +0.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling