+174.7%
MAR vs NIO
-36.8%
+211.6%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.3% | -2.0% | -2.3% |
| 7D | -1.7% | -6.7% | +4.9% | -1.1% |
| 30D | -6.9% | -20.0% | +13.1% | -5.0% |
| 3M | -15.8% | -30.5% | +14.6% | -13.0% |
| 6M | +1.9% | -20.7% | +22.7% | +3.5% |
| YTD | +6.6% | -25.7% | +32.3% | +8.7% |
| 1Y | +23.7% | -38.6% | +62.2% | +27.7% |
| 3Y | +64.6% | -62.3% | +126.8% | +71.0% |
| 5Y | +156.4% | -90.1% | +246.4% | +187.7% |
| All | +174.7% | -36.8% | +211.6% | +128.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NIO.
Daily Out/Under-Performance
Portfolio return minus NIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NIO 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 NIO 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