-6.8%
MCO vs NIO
-37.6%
+30.8%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.2% | +1.7% | -1.6% |
| 7D | -7.3% | -7.3% | -0.1% | -7.5% |
| 30D | -1.7% | -22.5% | +20.8% | -2.4% |
| 3M | +3.9% | -30.9% | +34.8% | +2.8% |
| 6M | +3.8% | -37.2% | +41.0% | +2.5% |
| YTD | -7.9% | -29.8% | +21.9% | -8.4% |
| 1Y | -6.8% | -37.4% | +30.6% | -8.2% |
| All | -6.8% | -37.6% | +30.8% | -8.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling