-74.7%
NKE vs MO
+99.8%
-174.6%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.4% |
| 7D | -4.2% | +0.1% | -4.3% | -4.2% |
| 30D | -8.2% | +7.1% | -15.3% | -9.7% |
| 3M | -19.1% | -2.0% | -17.1% | -18.9% |
| 6M | -32.6% | +7.3% | -39.9% | -34.2% |
| YTD | -40.7% | +23.5% | -64.2% | -44.5% |
| 1Y | -48.9% | +11.0% | -59.9% | -50.7% |
| 3Y | -59.2% | +95.0% | -154.2% | -68.8% |
| All | -74.7% | +99.8% | -174.6% | -80.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MO.
Daily Out/Under-Performance
Portfolio return minus MO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MO 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 MO 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