+640.3%
NKE vs MOH
+1,358.8%
-718.5%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.0% | -1.5% | +0.2% |
| 7D | -4.2% | +1.7% | -5.9% | -4.4% |
| 30D | -8.2% | -0.9% | -7.3% | -8.1% |
| 3M | -19.1% | +5.7% | -24.8% | -20.1% |
| 6M | -32.6% | +39.1% | -71.8% | -36.7% |
| YTD | -40.7% | +17.7% | -58.4% | -43.4% |
| 1Y | -48.9% | +8.4% | -57.2% | -50.8% |
| 3Y | -59.2% | -36.6% | -22.7% | -58.6% |
| 5Y | -75.3% | -19.1% | -56.3% | -76.3% |
| 10Y | -23.1% | +262.8% | -285.9% | -45.5% |
| All | +640.3% | +1,358.8% | -718.5% | +285.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MOH.
Daily Out/Under-Performance
Portfolio return minus MOH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOH 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 MOH 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