-31.7%
NKE vs MDY
+17.5%
-49.2%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.6% | +4.6% | +4.9% |
| 7D | +9.0% | +1.7% | +7.3% | +8.0% |
| 30D | +19.2% | +1.2% | +18.0% | +18.4% |
| 3M | -1.5% | -3.5% | +2.0% | +0.3% |
| 6M | -4.2% | +3.5% | -7.7% | -7.4% |
| YTD | -34.8% | +13.6% | -48.4% | -39.4% |
| 1Y | -31.7% | +17.1% | -48.7% | -37.6% |
| All | -31.7% | +17.5% | -49.2% | -37.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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