+1,567.2%
NRG vs MOD
+816.1%
+751.1%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +4.3% | +2.1% | +5.5% |
| 7D | +7.1% | +9.6% | -2.5% | +5.0% |
| 30D | -1.4% | 0.0% | -1.4% | -1.5% |
| 3M | -10.5% | -35.4% | +24.9% | -2.4% |
| 6M | -26.7% | -7.3% | -19.5% | -26.7% |
| YTD | -24.5% | +45.8% | -70.3% | -32.0% |
| 1Y | -18.6% | +43.1% | -61.7% | -26.9% |
| 3Y | +227.1% | +297.7% | -70.5% | +129.7% |
| 5Y | +198.8% | +1,478.8% | -1,280.0% | +52.6% |
| 10Y | +1,122.3% | +1,633.4% | -511.1% | +419.0% |
| All | +1,567.2% | +816.1% | +751.1% | +525.7% |
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