+248.6%
MAR vs NIO
-43.2%
+291.8%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | +0.1% |
| 7D | +0.2% | +6.9% | -6.7% | -0.4% |
| 30D | +14.0% | -4.7% | +18.8% | +14.5% |
| 3M | +18.1% | -28.1% | +46.2% | +21.6% |
| 6M | +18.6% | -41.7% | +60.3% | +24.2% |
| YTD | +35.3% | -33.1% | +68.4% | +39.2% |
| 1Y | +44.5% | -50.3% | +94.8% | +52.7% |
| 3Y | +120.7% | -54.4% | +175.1% | +125.2% |
| 5Y | +164.1% | -91.6% | +255.7% | +201.3% |
| All | +248.6% | -43.2% | +291.8% | +192.3% |
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