+2,075.2%
NKE vs MDY
+2,615.3%
-540.0%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.1% | -0.9% | -1.2% |
| 7D | -2.3% | -0.8% | -1.6% | -1.8% |
| 30D | -10.4% | -3.9% | -6.5% | -7.8% |
| 3M | -15.5% | 0.0% | -15.4% | -15.6% |
| 6M | -32.6% | +8.5% | -41.2% | -36.9% |
| YTD | -39.8% | +13.2% | -53.0% | -45.4% |
| 1Y | -47.6% | +15.0% | -62.6% | -53.0% |
| 3Y | -59.0% | +49.6% | -108.6% | -69.8% |
| 5Y | -74.9% | +46.0% | -121.0% | -81.0% |
| 10Y | -21.9% | +176.4% | -198.3% | -62.8% |
| All | +2,075.2% | +2,615.3% | -540.0% | +135.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling