-47.4%
NKE vs MPC
+120.1%
-167.4%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.3% | -1.0% |
| 7D | -2.0% | +5.4% | -7.4% | -2.1% |
| 30D | -8.6% | +31.0% | -39.6% | -9.2% |
| 3M | -11.0% | +46.0% | -57.1% | -12.4% |
| 6M | -33.2% | +77.3% | -110.5% | -36.1% |
| YTD | -38.1% | +141.9% | -180.0% | -44.3% |
| 1Y | -47.4% | +120.9% | -168.3% | -50.5% |
| All | -47.4% | +120.1% | -167.4% | -50.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MPC.
Daily Out/Under-Performance
Portfolio return minus MPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MPC 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 1y: compounded portfolio wealth divided by compounded MPC 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…
1y analysis · Full analysis span regression · 6 months rolling