-12.5%
NKE vs MOD
+1,079.7%
-1,092.1%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +27.9% | -27.3% | -2.8% |
| 7D | -1.6% | +40.4% | -42.0% | -6.0% |
| 30D | +7.6% | -14.0% | +21.6% | +8.4% |
| 3M | -6.9% | -33.3% | +26.5% | -3.5% |
| 6M | -8.5% | -51.4% | +42.9% | -2.3% |
| YTD | -38.8% | +1.6% | -40.4% | -42.2% |
| 1Y | -40.6% | +5.4% | -46.0% | -44.4% |
| 3Y | -60.9% | +191.0% | -251.9% | -71.0% |
| 5Y | -75.4% | +1,093.1% | -1,168.5% | -86.2% |
| All | -12.5% | +1,079.7% | -1,092.1% | -54.5% |
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