+71.7%
NUE vs MOD
+201.5%
-129.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +27.9% | -31.3% | -7.8% |
| 7D | +2.8% | +40.4% | -37.7% | -3.5% |
| 30D | -2.1% | -14.0% | +11.9% | -0.7% |
| 3M | -7.3% | -33.3% | +26.0% | -2.3% |
| 6M | +8.9% | -51.4% | +60.3% | +19.9% |
| YTD | +55.6% | +1.6% | +54.0% | +47.4% |
| 1Y | +74.7% | +5.4% | +69.3% | +63.3% |
| 3Y | +71.7% | +191.0% | -119.3% | +33.1% |
| All | +71.7% | +201.5% | -129.8% | +33.1% |
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