-11.2%
NKE vs MLM
+149.0%
-160.2%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.5% | -2.5% | -2.8% |
| 7D | +0.5% | -2.9% | +3.4% | +1.7% |
| 30D | +11.4% | +10.4% | +1.0% | +7.3% |
| 3M | -7.2% | -3.7% | -3.5% | -5.9% |
| 6M | -10.7% | -10.3% | -0.4% | -7.5% |
| YTD | -37.7% | -14.8% | -22.9% | -34.5% |
| 1Y | -34.3% | -13.9% | -20.4% | -31.3% |
| 3Y | -60.9% | +18.4% | -79.3% | -64.6% |
| 5Y | -74.8% | +31.8% | -106.6% | -78.5% |
| 10Y | -11.2% | +143.4% | -154.7% | -44.3% |
| All | -11.2% | +149.0% | -160.2% | -44.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 MLM 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