-74.7%
NKE vs MDT
-19.5%
-55.2%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.8% |
| 7D | -4.2% | -3.4% | -0.8% | -2.8% |
| 30D | -8.2% | +0.2% | -8.4% | -8.3% |
| 3M | -19.1% | +14.3% | -33.3% | -23.5% |
| 6M | -32.6% | +4.0% | -36.6% | -33.9% |
| YTD | -40.7% | -3.7% | -37.0% | -40.2% |
| 1Y | -48.9% | -0.4% | -48.5% | -49.3% |
| 3Y | -59.2% | +23.3% | -82.6% | -64.2% |
| All | -74.7% | -19.5% | -55.2% | -74.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MDT.
Daily Out/Under-Performance
Portfolio return minus MDT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDT 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 MDT 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