+201.1%
NRG vs MOD
+1,517.7%
-1,316.6%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +0.9% |
| 7D | +9.3% | +6.3% | +2.9% | +7.4% |
| 30D | +1.3% | -1.7% | +2.9% | +1.6% |
| 3M | -6.0% | -30.1% | +24.1% | +2.8% |
| 6M | -22.0% | +2.7% | -24.7% | -24.3% |
| YTD | -24.1% | +44.1% | -68.2% | -33.6% |
| 1Y | -18.0% | +38.7% | -56.8% | -28.2% |
| 3Y | +220.0% | +309.8% | -89.7% | +115.5% |
| 5Y | +201.1% | +1,569.7% | -1,368.6% | +54.6% |
| All | +201.1% | +1,517.7% | -1,316.6% | +54.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling