+289.7%
NEM vs MOD
+1,604.6%
-1,314.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +4.3% | -6.1% | -2.0% |
| 7D | +0.3% | +9.6% | -9.3% | -0.2% |
| 30D | +23.1% | 0.0% | +23.1% | +23.0% |
| 3M | +18.5% | -35.4% | +53.9% | +20.7% |
| 6M | +7.8% | -7.3% | +15.1% | +8.1% |
| YTD | +29.1% | +45.8% | -16.7% | +27.5% |
| 1Y | +72.7% | +43.1% | +29.5% | +70.5% |
| 3Y | +248.7% | +297.7% | -48.9% | +236.0% |
| 5Y | +148.7% | +1,478.8% | -1,330.1% | +137.9% |
| All | +289.7% | +1,604.6% | -1,314.9% | +310.5% |
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 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