-40.6%
NKE vs MDB
-7.1%
-33.4%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.6% | +2.3% | +0.7% |
| 7D | -1.6% | +6.8% | -8.4% | -1.9% |
| 30D | +7.6% | -6.2% | +13.8% | +7.7% |
| 3M | -6.9% | -29.2% | +22.4% | -5.5% |
| 6M | -8.5% | +10.3% | -18.8% | -10.2% |
| YTD | -38.8% | -20.4% | -18.4% | -40.3% |
| 1Y | -40.6% | -4.8% | -35.7% | -41.8% |
| All | -40.6% | -7.1% | -33.4% | -41.8% |
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