+3,286.8%
NKE vs MLM
+2,981.8%
+305.0%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.8% | -0.6% | -1.9% |
| 7D | -0.2% | -4.1% | +3.9% | +1.1% |
| 30D | +12.3% | +8.2% | +4.1% | +9.6% |
| 3M | -7.1% | -3.6% | -3.6% | -6.1% |
| 6M | -10.3% | -15.6% | +5.2% | -5.9% |
| YTD | -37.8% | -16.4% | -21.4% | -34.8% |
| 1Y | -35.6% | -14.3% | -21.2% | -33.0% |
| 3Y | -61.4% | +19.3% | -80.7% | -64.2% |
| 5Y | -76.2% | +29.6% | -105.8% | -78.6% |
| 10Y | -10.7% | +189.9% | -200.6% | -40.2% |
| All | +3,286.8% | +2,981.8% | +305.0% | +1,110.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling