+924.9%
NRG vs MOD
+1,079.7%
-154.8%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +27.9% | -28.8% | -7.4% |
| 7D | +10.0% | +40.4% | -30.4% | +0.7% |
| 30D | -3.2% | -14.0% | +10.8% | -1.0% |
| 3M | -18.5% | -33.3% | +14.8% | -12.0% |
| 6M | -25.3% | -51.4% | +26.1% | -14.4% |
| YTD | -38.1% | +1.6% | -39.7% | -40.3% |
| 1Y | -40.7% | +5.4% | -46.1% | -43.4% |
| 3Y | +121.8% | +191.0% | -69.2% | +71.7% |
| 5Y | +209.2% | +1,093.1% | -883.9% | +84.2% |
| All | +924.9% | +1,079.7% | -154.8% | +440.4% |
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 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