-58.2%
NKE vs MPC
+176.9%
-235.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.3% | -3.1% | -1.3% |
| 7D | -0.1% | +3.9% | -3.9% | -0.8% |
| 30D | -7.7% | +33.8% | -41.4% | -13.3% |
| 3M | -10.9% | +49.9% | -60.8% | -18.9% |
| 6M | -31.9% | +80.9% | -112.8% | -41.4% |
| YTD | -38.6% | +147.4% | -186.0% | -52.1% |
| 1Y | -46.9% | +123.2% | -170.1% | -57.5% |
| 3Y | -58.2% | +171.7% | -229.9% | -69.5% |
| All | -58.2% | +176.9% | -235.1% | -69.5% |
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