-8.2%
NVO vs MOD
-33.0%
+24.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -21.4% | +26.4% | +4.4% |
| 7D | +10.2% | -31.3% | +41.5% | +9.5% |
| 30D | +12.4% | -46.1% | +58.5% | +11.8% |
| 3M | -3.5% | -51.1% | +47.6% | -4.0% |
| 6M | -3.8% | -62.1% | +58.3% | -4.1% |
| YTD | -13.0% | -26.2% | +13.2% | -18.1% |
| 1Y | -8.2% | -32.6% | +24.3% | -12.6% |
| All | -8.2% | -33.0% | +24.8% | -12.6% |
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