+291.2%
NEE vs MOD
+915.9%
-624.7%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.5% | -3.8% | -0.5% |
| 7D | -2.8% | +8.2% | -11.0% | -3.2% |
| 30D | +9.5% | -38.2% | +47.7% | +11.7% |
| 3M | +1.0% | -46.2% | +47.3% | +3.7% |
| 6M | -8.0% | -62.5% | +54.6% | -4.2% |
| YTD | +9.4% | -20.1% | +29.6% | +9.0% |
| 1Y | +3.1% | -29.7% | +32.8% | +3.2% |
| 3Y | +70.5% | +136.2% | -65.7% | +55.4% |
| 5Y | +15.2% | +820.4% | -805.1% | -5.0% |
| 10Y | +291.2% | +839.8% | -548.6% | +200.8% |
| All | +291.2% | +915.9% | -624.7% | +200.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 MOD 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