+444.6%
NEM vs MOD
+1,638.7%
-1,194.1%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +5.7% | -4.7% | +0.7% |
| 7D | +13.4% | -25.5% | +39.0% | +15.1% |
| 30D | +6.5% | -49.0% | +55.5% | +10.6% |
| 3M | +14.9% | -49.8% | +64.7% | +19.3% |
| 6M | +5.5% | -64.8% | +70.3% | +11.7% |
| YTD | +21.9% | -27.6% | +49.5% | +23.3% |
| 1Y | +47.9% | -35.2% | +83.1% | +50.3% |
| 3Y | +238.2% | +137.1% | +101.0% | +213.8% |
| 5Y | +146.2% | +760.3% | -614.1% | +109.7% |
| 10Y | +309.3% | +938.8% | -629.5% | +227.5% |
| All | +444.6% | +1,638.7% | -1,194.1% | +295.8% |
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