+203.7%
NVO vs MOD
+920.5%
-716.8%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.9% | +1.3% | -1.5% |
| 7D | +1.3% | -17.8% | +19.1% | +2.0% |
| 30D | +5.3% | -43.2% | +48.6% | +8.1% |
| 3M | -13.6% | -46.0% | +32.4% | -11.3% |
| 6M | -10.5% | -62.2% | +51.7% | -6.8% |
| YTD | -16.0% | -22.8% | +6.8% | -16.7% |
| 1Y | -7.0% | -35.5% | +28.5% | -6.9% |
| 3Y | -56.1% | +128.2% | -184.4% | -60.1% |
| 5Y | -19.0% | +791.6% | -810.6% | -32.2% |
| 10Y | +203.7% | +886.3% | -682.7% | +145.8% |
| All | +203.7% | +920.5% | -716.8% | +145.8% |
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