-60.9%
NKE vs MPC
+188.2%
-249.1%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.1% | -2.9% | -3.0% |
| 7D | +0.5% | -8.8% | +9.3% | +2.0% |
| 30D | +11.4% | -14.4% | +25.8% | +14.3% |
| 3M | -7.2% | +21.9% | -29.1% | -12.2% |
| 6M | -10.7% | +60.1% | -70.8% | -21.6% |
| YTD | -37.7% | +142.3% | -180.0% | -52.5% |
| 1Y | -34.3% | +101.7% | -136.0% | -46.8% |
| 3Y | -60.9% | +184.8% | -245.7% | -72.4% |
| All | -60.9% | +188.2% | -249.1% | -72.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling