-24.0%
NKE vs MET
+249.3%
-273.3%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | +0.3% |
| 7D | -4.2% | -0.5% | -3.7% | -4.0% |
| 30D | -8.2% | +0.5% | -8.7% | -8.5% |
| 3M | -19.1% | +11.6% | -30.7% | -23.2% |
| 6M | -32.6% | +40.8% | -73.4% | -42.7% |
| YTD | -40.7% | +25.7% | -66.4% | -46.9% |
| 1Y | -48.9% | +24.4% | -73.2% | -54.0% |
| 3Y | -59.2% | +67.5% | -126.7% | -68.4% |
| 5Y | -75.3% | +85.8% | -161.2% | -81.9% |
| All | -24.0% | +249.3% | -273.3% | -60.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MET.
Daily Out/Under-Performance
Portfolio return minus MET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MET 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 10y: compounded portfolio wealth divided by compounded MET 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…
10y analysis · Full analysis span regression · 6 months rolling