+436.0%
NUE vs MOD
+920.5%
-484.5%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.9% | +5.8% | +3.6% |
| 7D | -6.2% | -17.8% | +11.6% | -2.7% |
| 30D | +2.5% | -43.2% | +45.7% | +15.2% |
| 3M | -6.4% | -46.0% | +39.7% | +5.7% |
| 6M | +13.3% | -62.2% | +75.5% | +36.5% |
| YTD | +58.5% | -22.8% | +81.3% | +58.3% |
| 1Y | +81.9% | -35.5% | +117.4% | +87.7% |
| 3Y | +75.3% | +128.2% | -53.0% | +20.1% |
| 5Y | +149.9% | +791.6% | -641.7% | +13.8% |
| 10Y | +436.0% | +886.3% | -450.3% | +121.2% |
| All | +436.0% | +920.5% | -484.5% | +121.2% |
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