+87.8%
NUE vs MOD
-33.0%
+120.8%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -21.4% | +19.4% | +0.8% |
| 7D | -1.4% | -31.3% | +29.9% | +3.2% |
| 30D | +6.6% | -46.1% | +52.7% | +14.9% |
| 3M | -2.0% | -51.1% | +49.1% | +6.8% |
| 6M | +19.2% | -62.1% | +81.3% | +33.7% |
| YTD | +65.6% | -26.2% | +91.8% | +68.7% |
| 1Y | +87.8% | -32.6% | +120.4% | +92.7% |
| All | +87.8% | -33.0% | +120.8% | +92.7% |
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