+4,407.5%
MU vs NKE
-14.2%
+4,421.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.6% | -3.1% | -2.8% |
| 7D | +12.8% | -1.6% | +14.4% | +13.6% |
| 30D | -14.9% | +7.6% | -22.5% | -18.0% |
| 3M | -18.0% | -6.9% | -11.2% | -16.4% |
| 6M | -3.1% | -8.5% | +5.4% | -2.0% |
| YTD | +172.9% | -38.8% | +211.7% | +228.5% |
| 1Y | +228.8% | -40.6% | +269.4% | +297.3% |
| 3Y | +950.8% | -60.9% | +1,011.8% | +1,386.8% |
| 5Y | +931.3% | -75.4% | +1,006.6% | +1,804.1% |
| All | +4,407.5% | -14.2% | +4,421.7% | +4,672.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NKE.
Daily Out/Under-Performance
Portfolio return minus NKE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NKE 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 NKE 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