+6,148.3%
NKE vs MOD
+1,819.7%
+4,328.6%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.5% | -4.4% | -1.4% |
| 7D | -5.4% | +8.2% | -13.6% | -6.6% |
| 30D | +8.4% | -38.2% | +46.6% | +15.3% |
| 3M | -6.3% | -46.2% | +39.9% | +1.3% |
| 6M | -7.8% | -62.5% | +54.7% | +3.7% |
| YTD | -38.3% | -20.1% | -18.2% | -39.4% |
| 1Y | -37.3% | -29.7% | -7.6% | -37.6% |
| 3Y | -61.3% | +136.2% | -197.5% | -70.3% |
| 5Y | -74.8% | +820.4% | -895.2% | -85.2% |
| 10Y | -12.7% | +839.8% | -852.5% | -54.7% |
| All | +6,148.3% | +1,819.7% | +4,328.6% | +2,149.0% |
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