+146.5%
MOD vs NVDX
+394.1%
-247.6%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -11.0% | +8.1% | +0.9% |
| 7D | -17.8% | -34.6% | +16.8% | -5.1% |
| 30D | -43.2% | -47.9% | +4.7% | -28.9% |
| 3M | -46.0% | -44.4% | -1.6% | -34.7% |
| 6M | -62.2% | -47.3% | -14.9% | -53.9% |
| YTD | -22.8% | -36.9% | +14.1% | -13.7% |
| 1Y | -35.5% | -46.8% | +11.4% | -23.7% |
| 3Y | +128.2% | +295.2% | -167.0% | +48.6% |
| All | +146.5% | +394.1% | -247.6% | +46.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NVDX.
Daily Out/Under-Performance
Portfolio return minus NVDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVDX 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 NVDX 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