+82.5%
NUE vs MOD
+45.0%
+37.5%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.3% | -4.8% | -1.1% |
| 7D | +4.2% | +9.6% | -5.4% | +2.9% |
| 30D | -5.0% | 0.0% | -5.0% | -5.0% |
| 3M | -0.2% | -35.4% | +35.2% | +5.6% |
| 6M | +49.1% | -7.3% | +56.4% | +48.7% |
| YTD | +61.0% | +45.8% | +15.2% | +52.6% |
| 1Y | +82.5% | +43.1% | +39.4% | +76.7% |
| All | +82.5% | +45.0% | +37.5% | +76.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling