-18.6%
NRG vs MOD
+45.0%
-63.5%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +4.3% | +2.1% | +5.1% |
| 7D | +7.1% | +9.6% | -2.5% | +4.2% |
| 30D | -1.4% | 0.0% | -1.4% | -1.6% |
| 3M | -10.5% | -35.4% | +24.9% | +1.0% |
| 6M | -26.7% | -7.3% | -19.5% | -27.1% |
| YTD | -24.5% | +45.8% | -70.3% | -34.7% |
| 1Y | -18.6% | +43.1% | -61.7% | -30.7% |
| All | -18.6% | +45.0% | -63.5% | -30.7% |
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