+1,046.6%
NRG vs MOD
+1,465.6%
-419.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.6% | +0.4% | -2.4% |
| 7D | -0.2% | -3.9% | +3.8% | +0.8% |
| 30D | -6.8% | -9.6% | +2.8% | -4.7% |
| 3M | -7.1% | -30.6% | +23.4% | -0.2% |
| 6M | -27.6% | -10.9% | -16.6% | -26.8% |
| YTD | -29.2% | +34.3% | -63.5% | -34.9% |
| 1Y | -29.9% | +18.3% | -48.2% | -34.3% |
| 3Y | +198.7% | +281.9% | -83.2% | +119.6% |
| 5Y | +192.9% | +1,486.4% | -1,293.5% | +65.7% |
| All | +1,046.6% | +1,465.6% | -419.0% | +471.1% |
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 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