+271.6%
NEM vs MOD
+138.1%
+133.5%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -2.9% | -1.3% | -3.8% |
| 7D | +11.6% | -17.8% | +29.5% | +13.3% |
| 30D | +1.8% | -43.2% | +45.0% | +8.1% |
| 3M | +2.5% | -46.0% | +48.6% | +9.3% |
| 6M | +3.4% | -62.2% | +65.7% | +14.5% |
| YTD | +20.9% | -22.8% | +43.7% | +24.9% |
| 1Y | +37.2% | -35.5% | +72.7% | +43.8% |
| 3Y | +271.6% | +128.2% | +143.4% | +224.4% |
| All | +271.6% | +138.1% | +133.5% | +224.4% |
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