+324.0%
NEM vs MOD
+911.6%
-587.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +5.7% | -4.7% | +0.7% |
| 7D | +13.4% | -25.5% | +39.0% | +14.7% |
| 30D | +6.5% | -49.0% | +55.5% | +9.7% |
| 3M | +14.9% | -49.8% | +64.7% | +18.4% |
| 6M | +5.5% | -64.8% | +70.3% | +10.3% |
| YTD | +21.9% | -27.6% | +49.5% | +24.2% |
| 1Y | +47.9% | -35.2% | +83.1% | +51.1% |
| 3Y | +238.2% | +137.1% | +101.0% | +236.3% |
| 5Y | +146.2% | +760.3% | -614.1% | +143.9% |
| All | +324.0% | +911.6% | -587.6% | +368.7% |
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