-49.3%
NKE vs MULL
+2,337.2%
-2,386.5%
-52.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +0.5% |
| 7D | -4.2% | -8.4% | +4.3% | -4.0% |
| 30D | -8.2% | +9.7% | -17.9% | -8.5% |
| 3M | -19.1% | -26.8% | +7.7% | -19.5% |
| 6M | -32.6% | +220.7% | -253.3% | -39.0% |
| YTD | -40.7% | +509.0% | -549.8% | -49.8% |
| 1Y | -48.9% | +1,739.5% | -1,788.4% | -62.5% |
| All | -49.3% | +2,337.2% | -2,386.5% | -67.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 MULL 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