-21.9%
NKE vs MPC
+1,153.9%
-1,175.9%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.4% | -2.4% | -2.1% |
| 7D | -2.3% | +3.2% | -5.5% | -3.1% |
| 30D | -10.4% | +25.0% | -35.4% | -15.4% |
| 3M | -15.5% | +55.2% | -70.6% | -24.8% |
| 6M | -32.6% | +86.4% | -119.0% | -43.3% |
| YTD | -39.8% | +148.5% | -188.3% | -53.2% |
| 1Y | -47.6% | +121.7% | -169.3% | -58.1% |
| 3Y | -59.0% | +172.9% | -231.9% | -69.6% |
| 5Y | -74.9% | +679.9% | -754.9% | -86.2% |
| 10Y | -21.9% | +1,174.7% | -1,196.6% | -64.8% |
| All | -21.9% | +1,153.9% | -1,175.9% | -64.8% |
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