+483,946.0%
NVDA vs MOD
+277.0%
+483,669.0%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -7.3% | -2.0% | -7.0% |
| 7D | -15.0% | -34.2% | +19.1% | -3.9% |
| 30D | -24.1% | -51.9% | +27.8% | -5.6% |
| 3M | -17.1% | -53.0% | +36.0% | +3.0% |
| 6M | -7.4% | -66.4% | +59.0% | +25.3% |
| YTD | -2.4% | -31.5% | +29.1% | +2.4% |
| 1Y | -6.7% | -39.6% | +32.8% | +0.7% |
| 3Y | +304.7% | +116.8% | +187.9% | +177.9% |
| 5Y | +513.1% | +713.8% | -200.7% | +170.5% |
| 10Y | +10,855.0% | +882.7% | +9,972.4% | +3,486.1% |
| All | +483,946.0% | +277.0% | +483,669.0% | +124,849.1% |
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 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