+19.7%
NU vs MOD
+869.4%
-849.8%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +9.9% | -7.1% | +0.4% |
| 7D | +6.4% | -13.9% | +20.3% | +9.0% |
| 30D | -23.3% | -41.5% | +18.2% | -13.8% |
| 3M | -10.7% | -45.7% | +35.0% | +2.0% |
| 6M | -10.4% | -61.1% | +50.7% | +8.4% |
| YTD | -26.2% | -20.5% | -5.7% | -27.3% |
| 1Y | -22.1% | -32.1% | +10.0% | -20.8% |
| 3Y | +49.6% | +146.5% | -96.8% | -8.3% |
| All | +19.7% | +869.4% | -849.8% | -56.8% |
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