+262.9%
NKE vs MUB
+76.3%
+186.7%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | -0.1% | -0.3% | +0.2% | +0.1% |
| 30D | -7.7% | -1.5% | -6.1% | -6.8% |
| 3M | -10.9% | -1.9% | -9.0% | -9.9% |
| 6M | -31.9% | -1.7% | -30.1% | -31.2% |
| YTD | -38.6% | -0.8% | -37.8% | -38.3% |
| 1Y | -46.9% | +1.5% | -48.4% | -47.3% |
| 3Y | -58.2% | +8.8% | -66.9% | -59.9% |
| 5Y | -74.0% | +2.0% | -76.0% | -74.5% |
| 10Y | -21.6% | +18.0% | -39.5% | -24.9% |
| All | +262.9% | +76.3% | +186.7% | +215.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling