+14,981.8%
NVDA vs MOD
+1,604.6%
+13,377.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.3% | -3.5% | -0.4% |
| 7D | +5.9% | +9.6% | -3.7% | +3.0% |
| 30D | +5.1% | 0.0% | +5.1% | +4.9% |
| 3M | +5.4% | -35.4% | +40.7% | +18.4% |
| 6M | +26.0% | -7.3% | +33.3% | +24.8% |
| YTD | +23.7% | +45.8% | -22.1% | +5.2% |
| 1Y | +34.4% | +43.1% | -8.8% | +12.9% |
| 3Y | +375.8% | +297.7% | +78.1% | +187.3% |
| 5Y | +911.8% | +1,478.8% | -567.0% | +315.3% |
| All | +14,981.8% | +1,604.6% | +13,377.2% | +4,960.9% |
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