+7,547.6%
NEE vs MOD
+1,638.7%
+5,908.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +5.7% | -7.2% | -1.9% |
| 7D | +3.9% | -25.5% | +29.4% | +5.8% |
| 30D | +12.8% | -49.0% | +61.8% | +18.1% |
| 3M | +3.6% | -49.8% | +53.4% | +8.3% |
| 6M | -7.5% | -64.8% | +57.3% | -1.2% |
| YTD | +10.7% | -27.6% | +38.3% | +11.0% |
| 1Y | +9.1% | -35.2% | +44.3% | +10.0% |
| 3Y | +61.0% | +137.1% | -76.1% | +41.3% |
| 5Y | +16.3% | +760.3% | -744.0% | -10.5% |
| 10Y | +264.6% | +938.8% | -674.2% | +155.1% |
| All | +7,547.6% | +1,638.7% | +5,908.9% | +4,361.5% |
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