+1,377.5%
NVDL vs MOD
+403.0%
+974.4%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.9% | -2.9% | -8.0% | -9.0% |
| 7D | -34.5% | -17.8% | -16.6% | -27.0% |
| 30D | -47.7% | -43.2% | -4.5% | -25.7% |
| 3M | -43.9% | -46.0% | +2.2% | -19.1% |
| 6M | -46.4% | -62.2% | +15.9% | -4.3% |
| YTD | -34.3% | -22.8% | -11.5% | -35.5% |
| 1Y | -44.0% | -35.5% | -8.5% | -38.6% |
| 3Y | +295.7% | +128.2% | +167.5% | +92.1% |
| All | +1,377.5% | +403.0% | +974.4% | +250.7% |
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