-24.0%
NKE vs MXL
+313.4%
-337.4%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +7.5% | -7.1% | -0.4% |
| 7D | -4.2% | +18.9% | -23.0% | -6.2% |
| 30D | -8.2% | +0.3% | -8.5% | -8.8% |
| 3M | -19.1% | -8.0% | -11.0% | -21.4% |
| 6M | -32.6% | +341.2% | -373.9% | -52.7% |
| YTD | -40.7% | +327.8% | -368.5% | -58.4% |
| 1Y | -48.9% | +364.9% | -413.8% | -65.1% |
| 3Y | -59.2% | +229.2% | -288.5% | -73.4% |
| 5Y | -75.3% | +42.8% | -118.1% | -81.6% |
| All | -24.0% | +313.4% | -337.4% | -60.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL 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 10y: compounded portfolio wealth divided by compounded MXL 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…
10y analysis · Full analysis span regression · 6 months rolling