+10,310.1%
NVDA vs MOD
+1,005.7%
+9,304.3%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +9.9% | -14.1% | -7.2% |
| 7D | -11.6% | -13.9% | +2.4% | -8.5% |
| 30D | -22.1% | -41.5% | +19.5% | -10.0% |
| 3M | -20.1% | -45.7% | +25.6% | -6.4% |
| 6M | -16.8% | -61.1% | +44.3% | +5.7% |
| YTD | -4.0% | -20.5% | +16.5% | -4.3% |
| 1Y | -4.8% | -32.1% | +27.3% | -1.4% |
| 3Y | +281.7% | +146.5% | +135.2% | +162.4% |
| 5Y | +485.4% | +812.7% | -327.4% | +179.9% |
| 10Y | +10,310.1% | +966.8% | +9,343.2% | +3,806.1% |
| All | +10,310.1% | +1,005.7% | +9,304.3% | +3,806.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling