-43.6%
NKE vs MRNA
+554.4%
-598.0%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.4% | -4.9% | +0.2% |
| 7D | -4.2% | -1.1% | -3.1% | -4.1% |
| 30D | -8.2% | +126.1% | -134.3% | -15.0% |
| 3M | -19.1% | +190.0% | -209.1% | -26.8% |
| 6M | -32.6% | +157.2% | -189.9% | -38.7% |
| YTD | -40.7% | +388.2% | -428.9% | -48.7% |
| 1Y | -48.9% | +467.0% | -515.9% | -56.4% |
| 3Y | -59.2% | +36.1% | -95.3% | -62.9% |
| 5Y | -75.3% | -68.0% | -7.4% | -77.0% |
| All | -43.6% | +554.4% | -598.0% | -48.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MRNA.
Daily Out/Under-Performance
Portfolio return minus MRNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MRNA 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 MRNA 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