-21.9%
NKE vs MPWR
+1,643.4%
-1,665.3%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.8% | -1.7% |
| 7D | -2.3% | -1.3% | -1.0% | -2.0% |
| 30D | -10.4% | -12.8% | +2.5% | -7.5% |
| 3M | -15.5% | -21.3% | +5.8% | -11.6% |
| 6M | -32.6% | +13.7% | -46.4% | -37.3% |
| YTD | -39.8% | +33.3% | -73.1% | -46.8% |
| 1Y | -47.6% | +41.3% | -88.9% | -54.8% |
| 3Y | -59.0% | +145.8% | -204.8% | -72.8% |
| 5Y | -74.9% | +155.6% | -230.6% | -84.7% |
| 10Y | -21.9% | +1,679.2% | -1,701.1% | -76.4% |
| All | -21.9% | +1,643.4% | -1,665.3% | -76.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MPWR.
Daily Out/Under-Performance
Portfolio return minus MPWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MPWR 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 10y: compounded portfolio wealth divided by compounded MPWR 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…
10y analysis · Full analysis span regression · 6 months rolling