+99.8%
MCHP vs NIO
-40.3%
+140.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.2% | +1.3% | -1.5% |
| 7D | -2.1% | -7.3% | +5.2% | -1.0% |
| 30D | -11.1% | -22.5% | +11.4% | -7.6% |
| 3M | -18.1% | -30.9% | +12.8% | -13.4% |
| 6M | +10.8% | -37.2% | +48.0% | +17.9% |
| YTD | +14.2% | -29.8% | +44.1% | +18.9% |
| 1Y | +13.5% | -37.4% | +50.9% | +19.7% |
| 3Y | -2.0% | -64.3% | +62.3% | +6.0% |
| 5Y | +1.4% | -90.6% | +92.0% | +23.0% |
| All | +99.8% | -40.3% | +140.2% | +84.4% |
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