+400.8%
NKE vs MPWR
+15,734.2%
-15,333.4%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MPWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.8% | -1.1% |
| 7D | -2.0% | -2.6% | +0.6% | -1.5% |
| 30D | -8.6% | -9.0% | +0.5% | -7.0% |
| 3M | -11.0% | -25.8% | +14.8% | -6.5% |
| 6M | -33.2% | +11.8% | -45.0% | -36.7% |
| YTD | -38.1% | +35.5% | -73.6% | -44.1% |
| 1Y | -47.4% | +45.3% | -92.7% | -53.5% |
| 3Y | -59.8% | +138.5% | -198.2% | -70.2% |
| 5Y | -74.2% | +152.8% | -227.0% | -81.9% |
| 10Y | -23.5% | +1,616.6% | -1,640.0% | -65.4% |
| All | +400.8% | +15,734.2% | -15,333.4% | +51.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling