-48.9%
NKE vs MTZ
+26.3%
-75.1%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.5% | -3.0% | +0.8% |
| 7D | -4.2% | +1.4% | -5.5% | -4.1% |
| 30D | -8.2% | -14.5% | +6.3% | -9.3% |
| 3M | -19.1% | -32.9% | +13.9% | -21.1% |
| 6M | -32.6% | -20.8% | -11.8% | -35.1% |
| YTD | -40.7% | +10.6% | -51.3% | -43.1% |
| 1Y | -48.9% | +27.1% | -75.9% | -53.5% |
| All | -48.9% | +26.3% | -75.1% | -53.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MTZ.
Daily Out/Under-Performance
Portfolio return minus MTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTZ 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 MTZ 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