-61.4%
NKE vs MP
+114.3%
-175.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +4.9% | -7.4% | -2.6% |
| 7D | -0.2% | -10.5% | +10.3% | +0.1% |
| 30D | +12.3% | -23.5% | +35.8% | +13.2% |
| 3M | -7.1% | -25.4% | +18.3% | -6.4% |
| 6M | -10.3% | -51.3% | +40.9% | -8.3% |
| YTD | -37.8% | -29.9% | -7.9% | -37.6% |
| 1Y | -35.6% | -31.8% | -3.8% | -35.5% |
| 3Y | -61.4% | +127.0% | -188.4% | -67.3% |
| All | -61.4% | +114.3% | -175.8% | -67.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling