-58.6%
NKE vs MDB
-6.2%
-52.4%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.7% | -2.6% | -2.0% |
| 7D | -2.3% | -4.5% | +2.2% | -1.9% |
| 30D | -10.4% | -14.0% | +3.6% | -9.3% |
| 3M | -15.5% | +5.3% | -20.8% | -16.2% |
| 6M | -32.6% | +31.9% | -64.5% | -34.9% |
| YTD | -39.8% | -14.6% | -25.2% | -39.9% |
| 1Y | -47.6% | +8.2% | -55.8% | -49.0% |
| All | -58.6% | -6.2% | -52.4% | -61.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling