-24.0%
NKE vs MTCH
+208.0%
-232.0%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.4% | -0.9% | +0.2% |
| 7D | -4.2% | +1.3% | -5.4% | -4.5% |
| 30D | -8.2% | +15.9% | -24.1% | -11.4% |
| 3M | -19.1% | +23.3% | -42.4% | -23.3% |
| 6M | -32.6% | +40.1% | -72.8% | -38.2% |
| YTD | -40.7% | +33.6% | -74.3% | -45.0% |
| 1Y | -48.9% | +14.1% | -62.9% | -50.9% |
| 3Y | -59.2% | +1.4% | -60.7% | -60.9% |
| 5Y | -75.3% | -73.1% | -2.2% | -69.8% |
| All | -24.0% | +208.0% | -232.0% | -36.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MTCH.
Daily Out/Under-Performance
Portfolio return minus MTCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTCH 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 10y: compounded portfolio wealth divided by compounded MTCH 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…
10y analysis · Full analysis span regression · 6 months rolling