+29,975.2%
NVO vs MOD
+1,810.3%
+28,164.9%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +9.9% | -7.2% | +1.9% |
| 7D | +2.3% | -13.9% | +16.2% | +3.1% |
| 30D | +7.1% | -41.5% | +48.6% | +10.9% |
| 3M | -11.3% | -45.7% | +34.4% | -7.9% |
| 6M | -9.0% | -61.1% | +52.1% | -3.8% |
| YTD | -14.6% | -20.5% | +5.9% | -15.2% |
| 1Y | -4.9% | -32.1% | +27.2% | -4.7% |
| 3Y | -54.9% | +146.5% | -201.3% | -60.4% |
| 5Y | -18.7% | +812.7% | -831.4% | -37.0% |
| 10Y | +202.5% | +966.8% | -764.4% | +114.7% |
| All | +29,975.2% | +1,810.3% | +28,164.9% | +17,468.6% |
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