+5,871.1%
NKE vs MKC
+3,311.3%
+2,559.7%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.2% | -1.7% |
| 7D | -5.5% | -2.8% | -2.7% | -4.7% |
| 30D | -10.4% | -3.4% | -7.1% | -9.5% |
| 3M | -15.8% | +3.8% | -19.6% | -16.8% |
| 6M | -33.4% | -17.9% | -15.5% | -29.6% |
| YTD | -41.0% | -23.6% | -17.4% | -36.5% |
| 1Y | -49.1% | -23.1% | -26.0% | -45.4% |
| 3Y | -59.8% | -31.5% | -28.3% | -56.0% |
| 5Y | -75.5% | -33.1% | -42.4% | -73.1% |
| 10Y | -23.5% | +29.3% | -52.8% | -32.1% |
| All | +5,871.1% | +3,311.3% | +2,559.7% | +2,085.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling