-32.6%
NKE vs MKC
-18.2%
-14.4%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.8% | -1.2% | -1.7% |
| 7D | -2.3% | -4.3% | +2.0% | -0.8% |
| 30D | -10.4% | -3.1% | -7.3% | -9.2% |
| 3M | -15.5% | +6.8% | -22.3% | -16.2% |
| 6M | -32.6% | -18.3% | -14.3% | -29.0% |
| All | -32.6% | -18.2% | -14.4% | -29.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling