+250.5%
NEM vs MOD
+201.5%
+49.0%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +27.9% | -27.4% | -2.4% |
| 7D | -6.4% | +40.4% | -46.8% | -10.0% |
| 30D | +1.4% | -14.0% | +15.4% | +2.5% |
| 3M | -0.7% | -33.3% | +32.6% | +3.3% |
| 6M | -4.5% | -51.4% | +46.9% | +2.7% |
| YTD | +14.0% | +1.6% | +12.4% | +14.1% |
| 1Y | +27.3% | +5.4% | +21.9% | +26.7% |
| 3Y | +250.5% | +191.0% | +59.5% | +193.4% |
| All | +250.5% | +201.5% | +49.0% | +193.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling