-59.2%
NKE vs MTB
+114.2%
-173.4%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.4% |
| 7D | -4.2% | 0.0% | -4.2% | -4.2% |
| 30D | -8.2% | -4.8% | -3.4% | -6.7% |
| 3M | -19.1% | +6.0% | -25.0% | -20.8% |
| 6M | -32.6% | +19.6% | -52.2% | -36.9% |
| YTD | -40.7% | +21.5% | -62.2% | -44.8% |
| 1Y | -48.9% | +24.7% | -73.6% | -52.9% |
| 3Y | -59.2% | +108.6% | -167.8% | -68.6% |
| All | -59.2% | +114.2% | -173.4% | -68.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling