-59.2%
NKE vs MCHP
0.0%
-59.3%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.7% | -3.2% | -0.2% |
| 7D | -4.2% | 0.0% | -4.2% | -4.2% |
| 30D | -8.2% | -6.0% | -2.2% | -7.2% |
| 3M | -19.1% | -19.7% | +0.6% | -16.2% |
| 6M | -32.6% | +14.0% | -46.7% | -36.8% |
| YTD | -40.7% | +18.4% | -59.1% | -45.2% |
| 1Y | -48.9% | +17.1% | -66.0% | -52.8% |
| 3Y | -59.2% | +0.7% | -60.0% | -65.0% |
| All | -59.2% | 0.0% | -59.3% | -65.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MCHP.
Daily Out/Under-Performance
Portfolio return minus MCHP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCHP 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 3y: compounded portfolio wealth divided by compounded MCHP 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…
3y analysis · Full analysis span regression · 6 months rolling