+48.4%
NU vs MOD
+1,656.6%
-1,608.2%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | 0.0% |
| 7D | +6.0% | +6.3% | -0.3% | +4.4% |
| 30D | +10.8% | -1.7% | +12.4% | +11.0% |
| 3M | +32.2% | -30.1% | +62.3% | +42.0% |
| 6M | +5.1% | +2.7% | +2.4% | +0.5% |
| YTD | -8.4% | +44.1% | -52.5% | -20.8% |
| 1Y | +0.7% | +38.7% | -38.0% | -13.6% |
| 3Y | +125.1% | +309.8% | -184.7% | +23.6% |
| All | +48.4% | +1,656.6% | -1,608.2% | -53.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling