+1,878.7%
NKE vs MTCH
+14,793.4%
-12,914.7%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.4% | -0.9% | +0.3% |
| 7D | -4.2% | +1.3% | -5.4% | -4.3% |
| 30D | -8.2% | +15.9% | -24.1% | -10.2% |
| 3M | -19.1% | +23.3% | -42.4% | -21.6% |
| 6M | -32.6% | +40.1% | -72.8% | -36.0% |
| YTD | -40.7% | +33.6% | -74.3% | -43.3% |
| 1Y | -48.9% | +14.1% | -62.9% | -50.1% |
| 3Y | -59.2% | +1.4% | -60.7% | -60.2% |
| 5Y | -75.3% | -73.1% | -2.2% | -71.9% |
| 10Y | -23.1% | +204.8% | -227.9% | -37.1% |
| All | +1,878.7% | +14,793.4% | -12,914.7% | +1,333.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling