-11.1%
NVO vs MOD
-6.2%
-4.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +27.9% | -25.4% | +2.4% |
| 7D | +3.3% | +40.4% | -37.1% | +3.4% |
| 30D | +9.2% | -14.0% | +23.2% | +8.8% |
| 3M | -9.8% | -33.3% | +23.6% | -10.0% |
| 6M | -10.4% | -51.4% | +41.0% | -9.7% |
| YTD | -14.1% | +1.6% | -15.7% | -20.4% |
| 1Y | -11.1% | +5.4% | -16.5% | -18.2% |
| All | -11.1% | -6.2% | -4.9% | -18.2% |
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 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