-40.7%
NRG vs MOD
-6.2%
-34.5%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +27.9% | -28.8% | -9.8% |
| 7D | +10.0% | +40.4% | -30.4% | -3.2% |
| 30D | -3.2% | -14.0% | +10.8% | -0.1% |
| 3M | -18.5% | -33.3% | +14.8% | -9.2% |
| 6M | -25.3% | -51.4% | +26.1% | -9.9% |
| YTD | -38.1% | +1.6% | -39.7% | -41.3% |
| 1Y | -40.7% | +5.4% | -46.1% | -44.6% |
| All | -40.7% | -6.2% | -34.5% | -44.6% |
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