-11.2%
NKE vs MOD
+920.5%
-931.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.9% | -0.1% | -2.7% |
| 7D | +0.5% | -17.8% | +18.3% | +2.4% |
| 30D | +11.4% | -43.2% | +54.6% | +18.7% |
| 3M | -7.2% | -46.0% | +38.8% | -1.0% |
| 6M | -10.7% | -62.2% | +51.6% | -1.3% |
| YTD | -37.7% | -22.8% | -14.9% | -38.9% |
| 1Y | -34.3% | -35.5% | +1.2% | -34.2% |
| 3Y | -60.9% | +128.2% | -189.2% | -70.0% |
| 5Y | -74.8% | +791.6% | -866.4% | -85.3% |
| 10Y | -11.2% | +886.3% | -897.6% | -52.7% |
| All | -11.2% | +920.5% | -931.7% | -52.7% |
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