+5,871.1%
NKE vs MTZ
+2,996.0%
+2,875.1%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.5% | +1.6% | -1.6% |
| 7D | -5.5% | 0.0% | -5.5% | -5.6% |
| 30D | -10.4% | -14.8% | +4.4% | -9.1% |
| 3M | -15.8% | -30.8% | +15.0% | -13.5% |
| 6M | -33.4% | -22.6% | -10.8% | -32.6% |
| YTD | -41.0% | +6.8% | -47.8% | -42.3% |
| 1Y | -49.1% | +22.1% | -71.2% | -51.0% |
| 3Y | -59.8% | +153.1% | -212.9% | -64.6% |
| 5Y | -75.5% | +161.4% | -236.9% | -78.7% |
| 10Y | -23.5% | +723.1% | -746.6% | -41.4% |
| All | +5,871.1% | +2,996.0% | +2,875.1% | +3,553.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling