+85.3%
NUE vs MOD
+34.0%
+51.3%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.3% | +3.9% | +1.1% |
| 7D | -2.3% | +3.6% | -5.9% | -2.8% |
| 30D | -6.1% | -2.6% | -3.4% | -5.8% |
| 3M | +1.7% | -33.1% | +34.8% | +7.0% |
| 6M | +53.1% | -7.5% | +60.6% | +52.8% |
| YTD | +59.0% | +39.3% | +19.8% | +51.4% |
| 1Y | +85.3% | +34.3% | +51.1% | +79.7% |
| All | +85.3% | +34.0% | +51.3% | +79.7% |
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