+332.4%
NEM vs MOD
+1,005.7%
-673.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +9.9% | -6.4% | +3.1% |
| 7D | +14.7% | -13.9% | +28.7% | +15.2% |
| 30D | +6.2% | -41.5% | +47.7% | +8.7% |
| 3M | +11.0% | -45.7% | +56.7% | +13.9% |
| 6M | +7.9% | -61.1% | +69.0% | +12.2% |
| YTD | +26.2% | -20.5% | +46.6% | +28.0% |
| 1Y | +51.5% | -32.1% | +83.6% | +54.3% |
| 3Y | +290.6% | +146.5% | +144.1% | +287.1% |
| 5Y | +153.1% | +812.7% | -659.6% | +150.1% |
| 10Y | +332.4% | +966.8% | -634.4% | +382.6% |
| All | +332.4% | +1,005.7% | -673.3% | +382.6% |
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 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