-74.7%
NKE vs MTZ
+168.2%
-242.9%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.5% | -3.0% | -0.1% |
| 7D | -4.2% | +1.4% | -5.5% | -4.4% |
| 30D | -8.2% | -14.5% | +6.3% | -6.1% |
| 3M | -19.1% | -32.9% | +13.9% | -15.0% |
| 6M | -32.6% | -20.8% | -11.8% | -32.3% |
| YTD | -40.7% | +10.6% | -51.3% | -45.0% |
| 1Y | -48.9% | +27.1% | -75.9% | -54.3% |
| 3Y | -59.2% | +166.1% | -225.4% | -70.7% |
| All | -74.7% | +168.2% | -242.9% | -83.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling