-58.5%
NKE vs MP
+448.5%
-506.9%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.9% | 0.0% | -1.8% |
| 7D | -2.3% | -0.7% | -1.6% | -2.3% |
| 30D | -10.4% | -0.7% | -9.7% | -10.4% |
| 3M | -15.5% | 0.0% | -15.5% | -15.8% |
| 6M | -32.6% | -10.0% | -22.7% | -32.7% |
| YTD | -39.8% | +7.5% | -47.3% | -41.2% |
| 1Y | -47.6% | -14.0% | -33.6% | -48.4% |
| 3Y | -59.0% | +153.5% | -212.5% | -66.5% |
| 5Y | -74.9% | +62.7% | -137.7% | -78.6% |
| All | -58.5% | +448.5% | -506.9% | -68.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MP.
Daily Out/Under-Performance
Portfolio return minus MP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MP 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 10y: compounded portfolio wealth divided by compounded MP 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…
10y analysis · Full analysis span regression · 6 months rolling