+127.5%
NRG vs MOD
+148.6%
-21.1%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +9.9% | +0.4% | +6.7% |
| 7D | +2.9% | -13.9% | +16.9% | +8.5% |
| 30D | -9.3% | -41.5% | +32.2% | +8.8% |
| 3M | -17.1% | -45.7% | +28.6% | +1.4% |
| 6M | -28.9% | -61.1% | +32.2% | -4.5% |
| YTD | -37.9% | -20.5% | -17.4% | -36.4% |
| 1Y | -42.7% | -32.1% | -10.6% | -38.6% |
| 3Y | +127.5% | +146.5% | -19.0% | +78.9% |
| All | +127.5% | +148.6% | -21.1% | +78.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling