-47.4%
NKE vs MDB
+18.3%
-65.7%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.1% | +3.1% | -0.7% |
| 7D | -2.0% | -17.4% | +15.4% | -0.7% |
| 30D | -8.6% | -2.0% | -6.6% | -8.5% |
| 3M | -11.0% | -3.0% | -8.0% | -11.3% |
| 6M | -33.2% | +48.7% | -81.9% | -35.5% |
| YTD | -38.1% | -12.1% | -26.0% | -39.3% |
| 1Y | -47.4% | +14.5% | -61.9% | -50.8% |
| All | -47.4% | +18.3% | -65.7% | -50.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MDB.
Daily Out/Under-Performance
Portfolio return minus MDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDB 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 1y: compounded portfolio wealth divided by compounded MDB 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…
1y analysis · Full analysis span regression · 6 months rolling