-31.7%
NKE vs MP
-35.7%
+4.0%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -5.1% | +10.3% | +5.1% |
| 7D | +9.0% | -12.5% | +21.5% | +8.8% |
| 30D | +19.2% | -23.3% | +42.6% | +18.9% |
| 3M | -1.5% | -24.4% | +22.9% | -1.7% |
| 6M | -4.2% | -45.8% | +41.6% | -4.4% |
| YTD | -34.8% | -28.9% | -5.8% | -33.7% |
| 1Y | -31.7% | -34.6% | +2.9% | -30.6% |
| All | -31.7% | -35.7% | +4.0% | -30.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MP.
Daily Out/Under-Performance
Portfolio return minus MP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MP 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 1y: compounded portfolio wealth divided by compounded MP 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…
1y analysis · Full analysis span regression · 6 months rolling