-31.7%
NKE vs MTB
+27.0%
-58.7%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.2% | +4.1% | +4.8% |
| 7D | +9.0% | +2.0% | +7.0% | +8.2% |
| 30D | +19.2% | +2.9% | +16.3% | +18.0% |
| 3M | -1.5% | -10.7% | +9.2% | +2.3% |
| 6M | -4.2% | +6.3% | -10.5% | -6.5% |
| YTD | -34.8% | +13.8% | -48.6% | -37.2% |
| 1Y | -31.7% | +27.7% | -59.4% | -37.5% |
| All | -31.7% | +27.0% | -58.7% | -37.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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