-49.1%
NKE vs MPC
+118.0%
-167.1%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.8% | -0.2% | -1.9% |
| 7D | -5.5% | +1.2% | -6.8% | -5.6% |
| 30D | -10.4% | +17.0% | -27.4% | -10.8% |
| 3M | -15.8% | +49.5% | -65.3% | -17.3% |
| 6M | -33.4% | +83.5% | -116.9% | -36.7% |
| YTD | -41.0% | +144.1% | -185.1% | -47.1% |
| 1Y | -49.1% | +119.6% | -168.6% | -53.3% |
| All | -49.1% | +118.0% | -167.1% | -53.3% |
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