+218.9%
NVO vs MOD
+1,079.7%
-860.8%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +27.9% | -25.4% | +1.0% |
| 7D | +3.3% | +40.4% | -37.1% | +1.4% |
| 30D | +9.2% | -14.0% | +23.2% | +9.6% |
| 3M | -9.8% | -33.3% | +23.6% | -8.4% |
| 6M | -10.4% | -51.4% | +41.0% | -7.9% |
| YTD | -14.1% | +1.6% | -15.7% | -16.1% |
| 1Y | -11.1% | +5.4% | -16.5% | -13.5% |
| 3Y | -54.9% | +191.0% | -245.9% | -59.6% |
| 5Y | -17.4% | +1,093.1% | -1,110.6% | -32.2% |
| All | +218.9% | +1,079.7% | -860.8% | +150.2% |
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