+5,871.1%
NKE vs MO
+15,284.5%
-9,413.4%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.3% | -3.3% | -2.3% |
| 7D | -5.5% | -1.0% | -4.5% | -5.3% |
| 30D | -10.4% | +5.8% | -16.2% | -11.8% |
| 3M | -15.8% | -4.5% | -11.3% | -15.0% |
| 6M | -33.4% | +5.7% | -39.1% | -34.8% |
| YTD | -41.0% | +23.1% | -64.1% | -44.7% |
| 1Y | -49.1% | +10.9% | -60.0% | -51.0% |
| 3Y | -59.8% | +96.1% | -155.9% | -67.2% |
| 5Y | -75.5% | +100.1% | -175.5% | -80.2% |
| 10Y | -23.5% | +114.0% | -137.4% | -40.9% |
| All | +5,871.1% | +15,284.5% | -9,413.4% | +1,003.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling