-58.0%
NKE vs MLM
+20.2%
-78.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.1% | -2.1% | -1.3% |
| 7D | -2.0% | -2.9% | +0.9% | -1.2% |
| 30D | -8.6% | -6.8% | -1.8% | -6.7% |
| 3M | -11.0% | -11.2% | +0.2% | -8.3% |
| 6M | -33.2% | -21.8% | -11.4% | -28.6% |
| YTD | -38.1% | -17.0% | -21.2% | -35.2% |
| 1Y | -47.4% | -16.4% | -31.0% | -45.1% |
| All | -58.0% | +20.2% | -78.1% | -60.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling