+413.8%
NKE vs MA
+15,793.6%
-15,379.8%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | +0.2% | -0.5% |
| 7D | -2.0% | -2.7% | +0.7% | -0.9% |
| 30D | -8.6% | +1.5% | -10.1% | -9.2% |
| 3M | -11.0% | +20.4% | -31.5% | -17.7% |
| 6M | -33.2% | +11.1% | -44.4% | -36.2% |
| YTD | -38.1% | +2.0% | -40.1% | -38.9% |
| 1Y | -47.4% | -2.2% | -45.2% | -47.1% |
| 3Y | -59.8% | +41.9% | -101.7% | -65.4% |
| 5Y | -74.2% | +75.4% | -149.6% | -79.7% |
| 10Y | -23.5% | +527.5% | -551.0% | -62.2% |
| All | +413.8% | +15,793.6% | -15,379.8% | +36.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling