-61.4%
NKE vs MOD
+129.2%
-190.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +5.7% | -8.2% | -2.7% |
| 7D | -0.2% | -25.5% | +25.3% | +1.1% |
| 30D | +12.3% | -49.0% | +61.3% | +16.4% |
| 3M | -7.1% | -49.8% | +42.7% | -3.9% |
| 6M | -10.3% | -64.8% | +54.4% | -5.3% |
| YTD | -37.8% | -27.6% | -10.2% | -39.5% |
| 1Y | -35.6% | -35.2% | -0.4% | -36.9% |
| 3Y | -61.4% | +137.1% | -198.6% | -66.6% |
| All | -61.4% | +129.2% | -190.6% | -66.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling