+1,558.3%
NVDL vs MOD
+418.1%
+1,140.3%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +9.9% | -18.6% | -15.2% |
| 7D | -23.4% | -13.9% | -9.4% | -17.3% |
| 30D | -41.3% | -41.5% | +0.2% | -18.4% |
| 3M | -40.6% | -45.7% | +5.1% | -14.7% |
| 6M | -39.8% | -61.1% | +21.3% | +5.2% |
| YTD | -26.2% | -20.5% | -5.7% | -29.1% |
| 1Y | -30.0% | -32.1% | +2.1% | -25.9% |
| 3Y | +364.0% | +146.5% | +217.5% | +114.9% |
| All | +1,558.3% | +418.1% | +1,140.3% | +285.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling