+13,460.4%
NUE vs MOD
+1,638.7%
+11,821.8%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.7% | -6.0% | -1.6% |
| 7D | -10.6% | -25.5% | +15.0% | -4.8% |
| 30D | -0.6% | -49.0% | +48.4% | +15.3% |
| 3M | -9.7% | -49.8% | +40.1% | +4.3% |
| 6M | +5.1% | -64.8% | +69.9% | +29.7% |
| YTD | +51.4% | -27.6% | +79.1% | +54.4% |
| 1Y | +71.3% | -35.2% | +106.5% | +77.4% |
| 3Y | +66.8% | +137.1% | -70.3% | +15.6% |
| 5Y | +134.8% | +760.3% | -625.5% | +12.8% |
| 10Y | +506.1% | +938.8% | -432.7% | +138.6% |
| All | +13,460.4% | +1,638.7% | +11,821.8% | +3,605.0% |
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