+476.9%
NEM vs MOD
+3,565.2%
-3,088.3%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +4.3% | -6.1% | -2.1% |
| 7D | +0.3% | +9.6% | -9.3% | -0.3% |
| 30D | +23.1% | 0.0% | +23.1% | +23.0% |
| 3M | +18.5% | -35.4% | +53.9% | +21.4% |
| 6M | +7.8% | -7.3% | +15.1% | +7.9% |
| YTD | +29.1% | +45.8% | -16.7% | +25.6% |
| 1Y | +72.7% | +43.1% | +29.5% | +67.8% |
| 3Y | +248.7% | +297.7% | -48.9% | +214.0% |
| 5Y | +148.7% | +1,478.8% | -1,330.1% | +104.7% |
| 10Y | +304.8% | +1,633.4% | -1,328.6% | +215.5% |
| All | +476.9% | +3,565.2% | -3,088.3% | +303.1% |
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