+1,346.4%
MU vs NKE
-75.2%
+1,421.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.0% | +4.7% | +3.4% |
| 7D | +7.5% | -2.3% | +9.8% | +8.3% |
| 30D | +19.4% | -10.4% | +29.7% | +23.5% |
| 3M | +9.8% | -15.5% | +25.3% | +15.1% |
| 6M | +164.1% | -32.6% | +196.8% | +199.1% |
| YTD | +260.3% | -39.8% | +300.1% | +326.0% |
| 1Y | +661.2% | -47.6% | +708.8% | +849.5% |
| 3Y | +1,380.8% | -59.0% | +1,439.8% | +1,817.1% |
| 5Y | +1,346.4% | -74.9% | +1,421.3% | +2,465.6% |
| All | +1,346.4% | -75.2% | +1,421.6% | +2,465.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling