-12.5%
NKE vs MPC
+1,171.2%
-1,183.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.2% | +0.5% |
| 7D | -1.6% | +11.2% | -12.8% | -4.1% |
| 30D | +7.6% | -14.5% | +22.1% | +11.4% |
| 3M | -6.9% | +16.7% | -23.6% | -11.1% |
| 6M | -8.5% | +67.6% | -76.1% | -21.0% |
| YTD | -38.8% | +157.9% | -196.7% | -53.3% |
| 1Y | -40.6% | +116.7% | -157.2% | -52.5% |
| 3Y | -60.9% | +199.8% | -260.7% | -71.9% |
| 5Y | -75.4% | +604.4% | -679.8% | -86.2% |
| All | -12.5% | +1,171.2% | -1,183.7% | -61.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling