-75.5%
NKE vs MUB
+0.7%
-76.2%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.2% | -0.8% |
| 7D | -5.5% | -1.2% | -4.3% | -3.7% |
| 30D | -10.4% | -2.8% | -7.7% | -6.4% |
| 3M | -15.8% | -3.1% | -12.8% | -11.6% |
| 6M | -33.4% | -2.9% | -30.6% | -30.2% |
| YTD | -41.0% | -2.0% | -39.0% | -39.0% |
| 1Y | -49.1% | 0.0% | -49.0% | -48.9% |
| 3Y | -59.8% | +7.4% | -67.2% | -64.0% |
| 5Y | -75.5% | +0.8% | -76.3% | -77.6% |
| All | -75.5% | +0.7% | -76.2% | -77.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling