+1,271.2%
NRG vs MOD
+392.3%
+878.9%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +9.9% | +0.4% | +8.1% |
| 7D | +2.9% | -13.9% | +16.9% | +6.6% |
| 30D | -9.3% | -41.5% | +32.2% | +2.0% |
| 3M | -17.1% | -45.7% | +28.6% | -5.5% |
| 6M | -28.9% | -61.1% | +32.2% | -13.8% |
| YTD | -37.9% | -20.5% | -17.4% | -36.2% |
| 1Y | -42.7% | -32.1% | -10.6% | -39.4% |
| 3Y | +127.5% | +146.5% | -19.0% | +78.4% |
| 5Y | +217.4% | +812.7% | -595.3% | +83.2% |
| 10Y | +898.2% | +966.8% | -68.7% | +371.5% |
| All | +1,271.2% | +392.3% | +878.9% | +488.1% |
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