+66.8%
NUE vs MOD
+129.2%
-62.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.7% | -6.0% | -1.3% |
| 7D | -10.6% | -25.5% | +15.0% | -6.4% |
| 30D | -0.6% | -49.0% | +48.4% | +10.6% |
| 3M | -9.7% | -49.8% | +40.1% | +0.2% |
| 6M | +5.1% | -64.8% | +69.9% | +22.8% |
| YTD | +51.4% | -27.6% | +79.1% | +52.7% |
| 1Y | +71.3% | -35.2% | +106.5% | +74.9% |
| 3Y | +66.8% | +137.1% | -70.3% | +41.1% |
| All | +66.8% | +129.2% | -62.4% | +41.1% |
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