-59.2%
NKE vs MXL
+222.8%
-282.1%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +7.5% | -7.1% | +0.2% |
| 7D | -4.2% | +18.9% | -23.0% | -4.7% |
| 30D | -8.2% | +0.3% | -8.5% | -8.4% |
| 3M | -19.1% | -8.0% | -11.0% | -20.0% |
| 6M | -32.6% | +341.2% | -373.9% | -43.3% |
| YTD | -40.7% | +327.8% | -368.5% | -50.1% |
| 1Y | -48.9% | +364.9% | -413.8% | -57.6% |
| 3Y | -59.2% | +229.2% | -288.5% | -68.0% |
| All | -59.2% | +222.8% | -282.1% | -68.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling