+849.0%
NKE vs MAR
+2,460.4%
-1,611.4%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.8% | -2.8% | -2.3% |
| 7D | -2.3% | -0.5% | -1.8% | -2.2% |
| 30D | -10.4% | -4.7% | -5.7% | -8.8% |
| 3M | -15.5% | -15.6% | +0.1% | -10.1% |
| 6M | -32.6% | +1.2% | -33.8% | -33.3% |
| YTD | -39.8% | +7.5% | -47.3% | -41.9% |
| 1Y | -47.6% | +26.6% | -74.2% | -52.5% |
| 3Y | -59.0% | +66.0% | -125.0% | -66.7% |
| 5Y | -74.9% | +154.1% | -229.0% | -82.7% |
| 10Y | -21.9% | +441.9% | -463.8% | -62.4% |
| All | +849.0% | +2,460.4% | -1,611.4% | +119.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling