+981.5%
NRG vs MOD
+881.6%
+99.9%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.9% | +2.6% | +0.4% |
| 7D | +0.9% | -17.8% | +18.7% | +5.7% |
| 30D | -9.6% | -43.2% | +33.6% | +2.8% |
| 3M | -17.9% | -46.0% | +28.1% | -5.9% |
| 6M | -29.1% | -62.2% | +33.2% | -13.0% |
| YTD | -38.1% | -22.8% | -15.3% | -35.7% |
| 1Y | -40.9% | -35.5% | -5.4% | -36.5% |
| 3Y | +124.4% | +128.2% | -3.8% | +85.9% |
| 5Y | +215.7% | +791.6% | -575.9% | +102.7% |
| All | +981.5% | +881.6% | +99.9% | +509.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling