+407.3%
NEM vs MOD
+1,809.4%
-1,402.1%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.5% | -4.4% | -4.9% |
| 7D | -5.9% | +16.1% | -22.0% | -6.8% |
| 30D | -2.6% | -38.5% | +36.0% | +0.1% |
| 3M | -4.2% | -46.8% | +42.6% | -0.9% |
| 6M | -5.5% | -61.6% | +56.1% | -0.5% |
| YTD | +13.5% | -20.5% | +34.1% | +14.2% |
| 1Y | +22.2% | -28.0% | +50.2% | +23.4% |
| 3Y | +249.0% | +134.9% | +114.0% | +223.8% |
| 5Y | +120.1% | +833.2% | -713.1% | +86.5% |
| 10Y | +356.3% | +834.8% | -478.5% | +268.5% |
| All | +407.3% | +1,809.4% | -1,402.1% | +266.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling