+33,769.1%
NVO vs MOD
+3,565.2%
+30,203.9%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +4.3% | -6.2% | -2.2% |
| 7D | +2.2% | +9.6% | -7.4% | +1.4% |
| 30D | +6.0% | 0.0% | +6.0% | +5.9% |
| 3M | +7.9% | -35.4% | +43.2% | +10.9% |
| 6M | +27.1% | -7.3% | +34.4% | +26.2% |
| YTD | -3.8% | +45.8% | -49.6% | -8.2% |
| 1Y | -12.8% | +43.1% | -56.0% | -17.0% |
| 3Y | -46.3% | +297.7% | -344.0% | -54.3% |
| 5Y | +3.6% | +1,478.8% | -1,475.2% | -22.6% |
| 10Y | +157.0% | +1,633.4% | -1,476.4% | +77.1% |
| All | +33,769.1% | +3,565.2% | +30,203.9% | +18,899.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling