-74.1%
NKE vs MP
+58.1%
-132.2%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.4% | -2.3% | -1.1% |
| 7D | -2.0% | -2.9% | +0.8% | -1.7% |
| 30D | -8.6% | +13.8% | -22.4% | -9.9% |
| 3M | -11.0% | -16.7% | +5.7% | -9.9% |
| 6M | -33.2% | -11.5% | -21.7% | -33.2% |
| YTD | -38.1% | +7.9% | -46.1% | -39.9% |
| 1Y | -47.4% | -15.0% | -32.3% | -48.3% |
| 3Y | -59.8% | +153.5% | -213.3% | -69.0% |
| All | -74.1% | +58.1% | -132.2% | -78.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling