-39.2%
NKE vs MPC
+110.3%
-149.5%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.5% | -3.9% | -1.4% |
| 7D | -4.6% | +9.4% | -14.0% | -4.2% |
| 30D | +6.9% | -13.4% | +20.3% | +6.2% |
| 3M | -5.8% | +18.9% | -24.7% | -5.9% |
| 6M | -9.1% | +64.9% | -74.0% | -9.6% |
| YTD | -39.2% | +156.8% | -196.0% | -43.1% |
| 1Y | -39.2% | +113.2% | -152.4% | -42.1% |
| All | -39.2% | +110.3% | -149.5% | -42.1% |
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