+7,487.8%
NEE vs MOD
+1,754.9%
+5,732.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.9% | +2.2% | -0.5% |
| 7D | +2.3% | -17.8% | +20.1% | +3.4% |
| 30D | +11.5% | -43.2% | +54.7% | +15.7% |
| 3M | +2.6% | -46.0% | +48.7% | +6.7% |
| 6M | -6.0% | -62.2% | +56.3% | -0.1% |
| YTD | +9.8% | -22.8% | +32.6% | +9.5% |
| 1Y | +4.7% | -35.5% | +40.2% | +5.6% |
| 3Y | +71.0% | +128.2% | -57.2% | +50.6% |
| 5Y | +15.8% | +791.6% | -775.8% | -11.1% |
| 10Y | +287.3% | +886.3% | -599.0% | +172.6% |
| All | +7,487.8% | +1,754.9% | +5,732.8% | +4,303.6% |
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