+284.2%
NEE vs MOD
+1,079.7%
-795.5%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +27.9% | -28.1% | -1.4% |
| 7D | -2.1% | +40.4% | -42.5% | -3.7% |
| 30D | +8.6% | -14.0% | +22.6% | +9.0% |
| 3M | -0.3% | -33.3% | +33.0% | +1.2% |
| 6M | -8.9% | -51.4% | +42.5% | -6.4% |
| YTD | +8.3% | +1.6% | +6.7% | +6.6% |
| 1Y | +4.3% | +5.4% | -1.1% | +2.2% |
| 3Y | +70.7% | +191.0% | -120.3% | +54.0% |
| 5Y | +12.8% | +1,093.1% | -1,080.3% | -8.2% |
| All | +284.2% | +1,079.7% | -795.5% | +192.8% |
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