-48.9%
NKE vs MUB
+0.2%
-49.1%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | -0.3% |
| 7D | -4.2% | -0.8% | -3.3% | -2.8% |
| 30D | -8.2% | -2.4% | -5.8% | -4.3% |
| 3M | -19.1% | -2.8% | -16.2% | -15.1% |
| 6M | -32.6% | -2.2% | -30.4% | -28.4% |
| YTD | -40.7% | -1.6% | -39.1% | -37.5% |
| 1Y | -48.9% | 0.0% | -48.9% | -50.2% |
| All | -48.9% | +0.2% | -49.1% | -50.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MUB.
Daily Out/Under-Performance
Portfolio return minus MUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MUB 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 MUB 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