-57.3%
NKE vs MP
+450.8%
-508.1%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.4% | -2.3% | -1.1% |
| 7D | -2.0% | -2.9% | +0.8% | -1.8% |
| 30D | -8.6% | +13.8% | -22.4% | -9.7% |
| 3M | -11.0% | -16.7% | +5.7% | -10.0% |
| 6M | -33.2% | -11.5% | -21.7% | -33.2% |
| YTD | -38.1% | +7.9% | -46.1% | -39.6% |
| 1Y | -47.4% | -15.0% | -32.3% | -48.1% |
| 3Y | -59.8% | +153.5% | -213.3% | -67.2% |
| 5Y | -74.2% | +58.7% | -132.9% | -77.9% |
| All | -57.3% | +450.8% | -508.1% | -67.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling