-49.7%
NRG vs MOD
-33.0%
-16.7%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.5% | -21.4% | +7.9% | -6.3% |
| 7D | -13.7% | -31.3% | +17.6% | -2.6% |
| 30D | -13.6% | -46.1% | +32.5% | +5.0% |
| 3M | -28.5% | -51.1% | +22.6% | -11.1% |
| 6M | -45.8% | -62.1% | +16.3% | -28.5% |
| YTD | -46.9% | -26.2% | -20.8% | -42.5% |
| 1Y | -49.7% | -32.6% | -17.2% | -44.4% |
| All | -49.7% | -33.0% | -16.7% | -44.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling