+617.2%
MCK vs NIO
-38.5%
+655.7%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.1% | -3.0% | 0.0% |
| 7D | -2.9% | -2.9% | 0.0% | -2.9% |
| 30D | +0.4% | -18.7% | +19.1% | +0.7% |
| 3M | +12.1% | -29.4% | +41.5% | +12.6% |
| 6M | -5.4% | -32.5% | +27.1% | -5.0% |
| YTD | +7.8% | -27.6% | +35.4% | +8.1% |
| 1Y | +22.9% | -39.2% | +62.2% | +23.4% |
| 3Y | +110.7% | -64.3% | +175.0% | +112.9% |
| 5Y | +346.2% | -90.3% | +436.5% | +361.9% |
| All | +617.2% | -38.5% | +655.7% | +582.1% |
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