+434.6%
NUE vs MOD
+1,005.7%
-571.1%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +9.9% | -8.1% | -0.5% |
| 7D | -10.2% | -13.9% | +3.7% | -7.8% |
| 30D | -0.4% | -41.5% | +41.1% | +11.2% |
| 3M | -8.4% | -45.7% | +37.4% | +3.4% |
| 6M | +10.1% | -61.1% | +71.2% | +31.8% |
| YTD | +54.1% | -20.5% | +74.6% | +52.8% |
| 1Y | +74.7% | -32.1% | +106.9% | +78.2% |
| 3Y | +72.0% | +146.5% | -74.5% | +15.5% |
| 5Y | +136.4% | +812.7% | -676.3% | +7.0% |
| 10Y | +434.6% | +966.8% | -532.2% | +113.3% |
| All | +434.6% | +1,005.7% | -571.1% | +113.3% |
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