-74.7%
NKE vs MCHP
+3.6%
-78.3%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.7% | -3.2% | -0.6% |
| 7D | -4.2% | 0.0% | -4.2% | -4.2% |
| 30D | -8.2% | -6.0% | -2.2% | -6.7% |
| 3M | -19.1% | -19.7% | +0.6% | -15.1% |
| 6M | -32.6% | +14.0% | -46.7% | -38.1% |
| YTD | -40.7% | +18.4% | -59.1% | -46.6% |
| 1Y | -48.9% | +17.1% | -66.0% | -54.1% |
| 3Y | -59.2% | +0.7% | -60.0% | -64.4% |
| All | -74.7% | +3.6% | -78.3% | -79.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling