+151.3%
NKE vs MXL
+286.3%
-135.0%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.0% | +1.1% | -1.6% |
| 7D | -5.5% | +16.6% | -22.2% | -7.4% |
| 30D | -10.4% | +0.5% | -10.9% | -11.1% |
| 3M | -15.8% | -3.6% | -12.2% | -18.8% |
| 6M | -33.4% | +328.0% | -361.4% | -52.0% |
| YTD | -41.0% | +297.8% | -338.8% | -57.1% |
| 1Y | -49.1% | +339.4% | -388.5% | -63.9% |
| 3Y | -59.8% | +201.7% | -261.5% | -72.4% |
| 5Y | -75.5% | +32.8% | -108.2% | -81.3% |
| 10Y | -23.5% | +274.8% | -298.3% | -54.8% |
| All | +151.3% | +286.3% | -135.0% | +35.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling