+2,608.9%
NKE vs MCO
+7,284.8%
-4,675.9%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.5% | -0.4% | -1.4% |
| 7D | -5.5% | -7.3% | +1.8% | -3.0% |
| 30D | -10.4% | -1.7% | -8.7% | -9.9% |
| 3M | -15.8% | +3.9% | -19.7% | -17.0% |
| 6M | -33.4% | +3.8% | -37.2% | -34.5% |
| YTD | -41.0% | -7.9% | -33.1% | -39.7% |
| 1Y | -49.1% | -6.8% | -42.2% | -48.3% |
| 3Y | -59.8% | +40.9% | -100.7% | -64.9% |
| 5Y | -75.5% | +27.5% | -103.0% | -77.9% |
| 10Y | -23.5% | +381.4% | -404.9% | -55.2% |
| All | +2,608.9% | +7,284.8% | -4,675.9% | +597.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 MCO 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