-75.0%
NKE vs MDB
-25.2%
-49.8%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.7% | -2.6% | -2.1% |
| 7D | -2.3% | -4.5% | +2.2% | -1.7% |
| 30D | -10.4% | -14.0% | +3.6% | -8.7% |
| 3M | -15.5% | +5.3% | -20.8% | -16.8% |
| 6M | -32.6% | +31.9% | -64.5% | -36.6% |
| YTD | -39.8% | -14.6% | -25.2% | -40.0% |
| 1Y | -47.6% | +8.2% | -55.8% | -50.0% |
| 3Y | -59.0% | -5.0% | -54.0% | -62.7% |
| All | -75.0% | -25.2% | -49.8% | -78.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling