+48.8%
NU vs MOD
+1,677.7%
-1,628.9%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +4.3% | -6.3% | -3.0% |
| 7D | +7.5% | +9.6% | -2.1% | +5.1% |
| 30D | +6.1% | 0.0% | +6.1% | +5.9% |
| 3M | +26.8% | -35.4% | +62.2% | +38.8% |
| 6M | +2.5% | -7.3% | +9.7% | +0.5% |
| YTD | -8.2% | +45.8% | -54.0% | -20.9% |
| 1Y | +3.4% | +43.1% | -39.8% | -12.1% |
| 3Y | +116.2% | +297.7% | -181.5% | +20.0% |
| All | +48.8% | +1,677.7% | -1,628.9% | -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 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