+5,744.5%
MU vs NKE
-23.0%
+5,767.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.0% | -2.9% | -4.0% |
| 7D | +2.0% | -5.5% | +7.6% | +4.6% |
| 30D | +12.5% | -10.4% | +23.0% | +17.7% |
| 3M | +9.6% | -15.8% | +25.4% | +16.3% |
| 6M | +142.6% | -33.4% | +176.0% | +183.6% |
| YTD | +242.7% | -41.0% | +283.7% | +322.7% |
| 1Y | +599.3% | -49.1% | +648.3% | +819.7% |
| 3Y | +1,308.3% | -59.8% | +1,368.1% | +1,853.6% |
| 5Y | +1,263.7% | -75.5% | +1,339.2% | +2,417.4% |
| All | +5,744.5% | -23.0% | +5,767.5% | +6,593.4% |
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