+56.4%
NU vs MOD
+201.5%
-145.0%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | +27.9% | -16.1% | +5.9% |
| 7D | +9.9% | +40.4% | -30.5% | +2.1% |
| 30D | -11.5% | -14.0% | +2.5% | -10.0% |
| 3M | -5.1% | -33.3% | +28.2% | +1.5% |
| 6M | +3.1% | -51.4% | +54.5% | +15.4% |
| YTD | -21.0% | +1.6% | -22.6% | -26.0% |
| 1Y | -15.2% | +5.4% | -20.6% | -21.9% |
| 3Y | +56.4% | +191.0% | -134.5% | -10.6% |
| All | +56.4% | +201.5% | -145.0% | -10.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling