-59.2%
NKE vs MKC
-31.4%
-27.8%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | +0.4% |
| 7D | -4.2% | -1.5% | -2.7% | -3.8% |
| 30D | -8.2% | -3.1% | -5.1% | -7.4% |
| 3M | -19.1% | +5.2% | -24.3% | -19.9% |
| 6M | -32.6% | -12.8% | -19.8% | -30.7% |
| YTD | -40.7% | -23.3% | -17.4% | -37.4% |
| 1Y | -48.9% | -24.1% | -24.7% | -46.0% |
| 3Y | -59.2% | -32.1% | -27.1% | -56.1% |
| All | -59.2% | -31.4% | -27.8% | -56.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 3y: compounded portfolio wealth divided by compounded MKC 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…
3y analysis · Full analysis span regression · 6 months rolling