+1,272.6%
NRG vs MOD
+394.7%
+877.9%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.5% | -3.1% | -0.4% |
| 7D | +17.1% | +8.2% | +8.9% | +15.2% |
| 30D | -7.9% | -38.2% | +30.3% | +2.3% |
| 3M | -18.2% | -46.2% | +28.0% | -6.6% |
| 6M | -28.4% | -62.5% | +34.2% | -12.5% |
| YTD | -37.9% | -20.1% | -17.8% | -36.2% |
| 1Y | -39.2% | -29.7% | -9.6% | -36.3% |
| 3Y | +125.3% | +136.2% | -10.9% | +78.1% |
| 5Y | +215.7% | +820.4% | -604.6% | +81.8% |
| 10Y | +985.8% | +839.8% | +146.0% | +428.0% |
| All | +1,272.6% | +394.7% | +877.9% | +487.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling