+153.8%
MU vs NKE
-33.8%
+187.7%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -1.0% | +7.1% | +5.8% |
| 7D | +9.0% | -2.0% | +11.0% | +8.2% |
| 30D | +13.8% | -8.6% | +22.4% | +10.8% |
| 3M | +2.1% | -11.0% | +13.1% | +0.6% |
| 6M | +153.8% | -33.2% | +187.0% | +125.4% |
| All | +153.8% | -33.8% | +187.7% | +125.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling