+2,068.4%
NKE vs MCHP
+39,882.8%
-37,814.4%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.0% | 0.0% | -1.6% |
| 7D | -5.5% | -2.1% | -3.5% | -5.2% |
| 30D | -10.4% | -11.1% | +0.7% | -8.5% |
| 3M | -15.8% | -18.1% | +2.3% | -13.6% |
| 6M | -33.4% | +10.8% | -44.2% | -35.9% |
| YTD | -41.0% | +14.2% | -55.2% | -43.7% |
| 1Y | -49.1% | +13.5% | -62.5% | -51.5% |
| 3Y | -59.8% | -2.0% | -57.8% | -61.8% |
| 5Y | -75.5% | +1.4% | -76.9% | -77.0% |
| 10Y | -23.5% | +195.5% | -218.9% | -41.5% |
| All | +2,068.4% | +39,882.8% | -37,814.4% | +813.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling