+211.4%
NVO vs MOD
+822.6%
-611.2%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.5% | -1.0% |
| 7D | +0.9% | +16.1% | -15.2% | +0.1% |
| 30D | +6.8% | -38.5% | +45.3% | +9.2% |
| 3M | -11.3% | -46.8% | +35.6% | -8.8% |
| 6M | -12.4% | -61.6% | +49.2% | -8.7% |
| YTD | -16.1% | -20.5% | +4.4% | -17.0% |
| 1Y | -15.1% | -28.0% | +12.9% | -15.5% |
| 3Y | -56.2% | +134.9% | -191.1% | -60.2% |
| 5Y | -19.4% | +833.2% | -852.6% | -32.8% |
| All | +211.4% | +822.6% | -611.2% | +147.7% |
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 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