-75.5%
NKE vs MA
+64.1%
-139.5%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -1.7% |
| 7D | -5.5% | -3.5% | -2.1% | -3.4% |
| 30D | -10.4% | +0.7% | -11.1% | -10.8% |
| 3M | -15.8% | +15.8% | -31.6% | -23.4% |
| 6M | -33.4% | +10.2% | -43.6% | -37.7% |
| YTD | -41.0% | -0.5% | -40.5% | -41.2% |
| 1Y | -49.1% | -1.8% | -47.2% | -48.9% |
| 3Y | -59.8% | +38.7% | -98.5% | -68.2% |
| 5Y | -75.5% | +67.6% | -143.1% | -83.0% |
| All | -75.5% | +64.1% | -139.5% | -83.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MA.
Daily Out/Under-Performance
Portfolio return minus MA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MA 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 5y: compounded portfolio wealth divided by compounded MA 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…
5y analysis · Full analysis span regression · 6 months rolling