-21.9%
NKE vs MOD
+1,486.8%
-1,508.7%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.3% | +1.3% | -1.5% |
| 7D | -2.3% | +3.6% | -5.9% | -2.8% |
| 30D | -10.4% | -2.6% | -7.7% | -10.3% |
| 3M | -15.5% | -33.1% | +17.7% | -11.6% |
| 6M | -32.6% | -7.5% | -25.1% | -33.6% |
| YTD | -39.8% | +39.3% | -79.1% | -44.6% |
| 1Y | -47.6% | +34.3% | -81.8% | -51.9% |
| 3Y | -59.0% | +296.2% | -355.2% | -70.4% |
| 5Y | -74.9% | +1,504.6% | -1,579.5% | -86.2% |
| 10Y | -21.9% | +1,511.5% | -1,533.5% | -60.7% |
| All | -21.9% | +1,486.8% | -1,508.7% | -60.7% |
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