+120.1%
NEM vs MOD
+815.4%
-695.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.5% | -4.4% | -4.9% |
| 7D | -5.9% | +16.1% | -22.0% | -7.0% |
| 30D | -2.6% | -38.5% | +36.0% | +1.0% |
| 3M | -4.2% | -46.8% | +42.6% | +0.4% |
| 6M | -5.5% | -61.6% | +56.1% | +1.4% |
| YTD | +13.5% | -20.5% | +34.1% | +16.2% |
| 1Y | +22.2% | -28.0% | +50.2% | +25.6% |
| 3Y | +249.0% | +134.9% | +114.0% | +240.5% |
| 5Y | +120.1% | +833.2% | -713.1% | +116.5% |
| All | +120.1% | +815.4% | -695.4% | +116.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling