+155.6%
NVO vs MOD
+1,486.8%
-1,331.2%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.3% | +2.0% | -1.1% |
| 7D | -4.7% | +3.6% | -8.3% | -4.9% |
| 30D | -5.4% | -2.6% | -2.8% | -5.4% |
| 3M | +7.0% | -33.1% | +40.1% | +9.0% |
| 6M | +17.6% | -7.5% | +25.1% | +16.9% |
| YTD | -8.0% | +39.3% | -47.3% | -11.1% |
| 1Y | -13.8% | +34.3% | -48.1% | -16.7% |
| 3Y | -50.3% | +296.2% | -346.4% | -55.8% |
| 5Y | +0.7% | +1,504.6% | -1,503.9% | -17.8% |
| 10Y | +155.6% | +1,511.5% | -1,355.9% | +101.6% |
| All | +155.6% | +1,486.8% | -1,331.2% | +101.6% |
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 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