-74.8%
NKE vs MPC
+554.2%
-629.0%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.1% | -2.9% | -3.0% |
| 7D | +0.5% | -8.8% | +9.3% | +2.3% |
| 30D | +11.4% | -14.4% | +25.8% | +14.7% |
| 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% | -51.7% |
| 1Y | -34.3% | +101.7% | -136.0% | -46.4% |
| 3Y | -60.9% | +184.8% | -245.7% | -71.8% |
| 5Y | -74.8% | +564.6% | -639.4% | -86.1% |
| All | -74.8% | +554.2% | -629.0% | -86.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling