+7,238.0%
NEE vs MOD
+3,565.2%
+3,672.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.3% | -5.1% | -1.1% |
| 7D | +1.9% | +9.6% | -7.6% | +1.2% |
| 30D | -2.2% | 0.0% | -2.2% | -2.2% |
| 3M | -1.2% | -35.4% | +34.2% | +1.7% |
| 6M | -8.6% | -7.3% | -1.3% | -9.0% |
| YTD | +6.2% | +45.8% | -39.6% | +1.7% |
| 1Y | +21.1% | +43.1% | -22.0% | +15.6% |
| 3Y | +36.4% | +297.7% | -261.3% | +15.7% |
| 5Y | +11.4% | +1,478.8% | -1,467.4% | -17.7% |
| 10Y | +250.0% | +1,633.4% | -1,383.4% | +137.6% |
| All | +7,238.0% | +3,565.2% | +3,672.7% | +3,982.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling