-44.0%
NVDL vs MOD
-35.8%
-8.2%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.9% | -2.9% | -8.0% | -9.7% |
| 7D | -34.5% | -17.8% | -16.6% | -29.7% |
| 30D | -47.7% | -43.2% | -4.5% | -34.9% |
| 3M | -43.9% | -46.0% | +2.2% | -29.3% |
| 6M | -46.4% | -62.2% | +15.9% | -22.3% |
| YTD | -34.3% | -22.8% | -11.5% | -26.9% |
| 1Y | -44.0% | -35.5% | -8.5% | -33.7% |
| All | -44.0% | -35.8% | -8.2% | -33.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling