+14,317.4%
NUE vs MOD
+3,565.2%
+10,752.2%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.3% | -4.8% | -1.6% |
| 7D | +4.2% | +9.6% | -5.4% | +1.9% |
| 30D | -5.0% | 0.0% | -5.0% | -5.2% |
| 3M | -0.2% | -35.4% | +35.2% | +9.0% |
| 6M | +49.1% | -7.3% | +56.4% | +47.5% |
| YTD | +61.0% | +45.8% | +15.2% | +41.4% |
| 1Y | +82.5% | +43.1% | +39.4% | +58.3% |
| 3Y | +57.9% | +297.7% | -239.8% | -1.9% |
| 5Y | +146.6% | +1,478.8% | -1,332.2% | +4.1% |
| 10Y | +561.6% | +1,633.4% | -1,071.8% | +134.2% |
| All | +14,317.4% | +3,565.2% | +10,752.2% | +3,275.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling