+549.5%
NUE vs MOD
+1,504.3%
-954.8%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.2% | -0.6% | -1.5% |
| 7D | +1.8% | +6.3% | -4.5% | +0.3% |
| 30D | -6.0% | -1.7% | -4.3% | -5.8% |
| 3M | +1.4% | -30.1% | +31.5% | +8.7% |
| 6M | +52.8% | +2.7% | +50.1% | +47.6% |
| YTD | +58.1% | +44.1% | +14.0% | +39.2% |
| 1Y | +80.4% | +38.7% | +41.7% | +57.6% |
| 3Y | +62.3% | +309.8% | -247.5% | -1.8% |
| 5Y | +146.2% | +1,569.7% | -1,423.5% | -2.1% |
| 10Y | +549.5% | +1,520.5% | -971.0% | +120.6% |
| All | +549.5% | +1,504.3% | -954.8% | +120.6% |
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