+61.4%
NUE vs MOD
+331.6%
-270.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.3% | -4.8% | -1.3% |
| 7D | +4.2% | +9.6% | -5.4% | +2.5% |
| 30D | -5.0% | 0.0% | -5.0% | -5.1% |
| 3M | -0.2% | -35.4% | +35.2% | +7.0% |
| 6M | +49.1% | -7.3% | +56.4% | +47.9% |
| YTD | +61.0% | +45.8% | +15.2% | +45.5% |
| 1Y | +82.5% | +43.1% | +39.4% | +63.1% |
| All | +61.4% | +331.6% | -270.3% | +8.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling