-21.6%
NKE vs MLM
+204.6%
-226.1%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.2% | -0.6% |
| 7D | -0.1% | +1.4% | -1.5% | -0.6% |
| 30D | -7.7% | -6.5% | -1.1% | -5.4% |
| 3M | -10.9% | -7.4% | -3.5% | -8.7% |
| 6M | -31.9% | -15.8% | -16.0% | -28.0% |
| YTD | -38.6% | -17.4% | -21.2% | -34.8% |
| 1Y | -46.9% | -17.9% | -29.0% | -43.6% |
| 3Y | -58.2% | +18.9% | -77.0% | -62.2% |
| 5Y | -74.0% | +43.4% | -117.5% | -78.3% |
| 10Y | -21.6% | +206.2% | -227.7% | -49.8% |
| All | -21.6% | +204.6% | -226.1% | -49.8% |
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