+422.0%
NUE vs MOD
+1,079.7%
-657.6%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +27.9% | -31.3% | -9.6% |
| 7D | +2.8% | +40.4% | -37.7% | -5.9% |
| 30D | -2.1% | -14.0% | +11.9% | -0.6% |
| 3M | -7.3% | -33.3% | +26.0% | -1.1% |
| 6M | +8.9% | -51.4% | +60.3% | +22.8% |
| YTD | +55.6% | +1.6% | +54.0% | +44.5% |
| 1Y | +74.7% | +5.4% | +69.3% | +59.6% |
| 3Y | +71.7% | +191.0% | -119.3% | +10.2% |
| 5Y | +141.2% | +1,093.1% | -951.9% | +1.4% |
| All | +422.0% | +1,079.7% | -657.6% | +95.8% |
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