+379.9%
NEM vs MOD
+915.9%
-536.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.5% | -4.7% | -1.4% |
| 7D | +0.3% | +8.2% | -7.9% | -0.1% |
| 30D | +1.1% | -38.2% | +39.3% | +3.3% |
| 3M | +1.3% | -46.2% | +47.5% | +4.1% |
| 6M | -1.4% | -62.5% | +61.2% | +3.0% |
| YTD | +19.4% | -20.1% | +39.5% | +21.1% |
| 1Y | +32.9% | -29.7% | +62.6% | +35.3% |
| 3Y | +267.0% | +136.2% | +130.8% | +261.5% |
| 5Y | +131.0% | +820.4% | -689.4% | +124.8% |
| 10Y | +379.9% | +839.8% | -459.9% | +390.1% |
| All | +379.9% | +915.9% | -536.0% | +390.1% |
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