+76.8%
NUE vs MOD
-33.9%
+110.7%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +9.9% | -8.1% | +0.3% |
| 7D | -10.2% | -13.9% | +3.7% | -8.8% |
| 30D | -0.4% | -41.5% | +41.1% | +6.2% |
| 3M | -8.4% | -45.7% | +37.4% | -1.5% |
| 6M | +10.1% | -61.1% | +71.2% | +23.3% |
| YTD | +54.1% | -20.5% | +74.6% | +54.9% |
| All | +76.8% | -33.9% | +110.7% | +80.5% |
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