-24.0%
NKE vs MAR
+450.9%
-474.9%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.2% | -0.2% |
| 7D | -4.2% | -0.5% | -3.6% | -4.0% |
| 30D | -8.2% | -5.4% | -2.8% | -6.2% |
| 3M | -19.1% | -15.5% | -3.6% | -13.7% |
| 6M | -32.6% | +3.0% | -35.6% | -33.8% |
| YTD | -40.7% | +8.5% | -49.2% | -43.0% |
| 1Y | -48.9% | +26.0% | -74.8% | -53.9% |
| 3Y | -59.2% | +68.6% | -127.8% | -67.4% |
| 5Y | -75.3% | +157.4% | -232.7% | -83.2% |
| All | -24.0% | +450.9% | -474.9% | -54.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MAR.
Daily Out/Under-Performance
Portfolio return minus MAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAR 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 MAR 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