-31.7%
NKE vs MRSH
+20.0%
-51.7%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +3.3% | +1.9% | +3.7% |
| 7D | +9.0% | +9.4% | -0.4% | +4.8% |
| 30D | +19.2% | +23.4% | -4.2% | +9.1% |
| 3M | -1.5% | +9.9% | -11.4% | -5.6% |
| 6M | -4.2% | +26.0% | -30.2% | -12.4% |
| YTD | -34.8% | +15.2% | -50.0% | -37.6% |
| 1Y | -31.7% | +18.4% | -50.1% | -36.1% |
| All | -31.7% | +20.0% | -51.7% | -36.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MRSH.
Daily Out/Under-Performance
Portfolio return minus MRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MRSH 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 MRSH 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