-27.6%
NRG vs MOD
+29.8%
-57.4%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -3.3% | -0.3% | -2.6% |
| 7D | +3.9% | +3.6% | +0.3% | +2.8% |
| 30D | -3.0% | -2.6% | -0.3% | -2.3% |
| 3M | -10.9% | -33.1% | +22.2% | -0.6% |
| 6M | -25.3% | -7.5% | -17.8% | -25.4% |
| YTD | -26.8% | +39.3% | -66.1% | -35.2% |
| All | -27.6% | +29.8% | -57.4% | -34.6% |
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