+439.2%
NEM vs MOD
+1,544.7%
-1,105.5%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -7.3% | +8.6% | +1.8% |
| 7D | +7.1% | -34.2% | +41.2% | +9.5% |
| 30D | +2.9% | -51.9% | +54.7% | +7.2% |
| 3M | +15.0% | -53.0% | +68.1% | +19.9% |
| 6M | +10.3% | -66.4% | +76.7% | +17.1% |
| YTD | +20.7% | -31.5% | +52.2% | +22.5% |
| 1Y | +48.0% | -39.6% | +87.6% | +51.0% |
| 3Y | +225.0% | +116.8% | +108.2% | +203.3% |
| 5Y | +143.7% | +713.8% | -570.1% | +108.3% |
| 10Y | +305.3% | +882.7% | -577.4% | +225.4% |
| All | +439.2% | +1,544.7% | -1,105.5% | +293.2% |
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