+133.9%
NKE vs MPC
+2,977.1%
-2,843.2%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.3% | -1.0% |
| 7D | -2.0% | +5.4% | -7.4% | -3.3% |
| 30D | -8.6% | +31.0% | -39.6% | -14.5% |
| 3M | -11.0% | +46.0% | -57.1% | -19.3% |
| 6M | -33.2% | +77.3% | -110.5% | -42.6% |
| YTD | -38.1% | +141.9% | -180.0% | -51.0% |
| 1Y | -47.4% | +120.9% | -168.3% | -57.4% |
| 3Y | -59.8% | +182.7% | -242.5% | -69.9% |
| 5Y | -74.2% | +646.4% | -720.7% | -85.1% |
| 10Y | -23.5% | +1,138.7% | -1,162.2% | -64.7% |
| All | +133.9% | +2,977.1% | -2,843.2% | -22.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling