+27.5%
MCO vs NIO
-90.7%
+118.2%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.2% | +1.7% | -1.2% |
| 7D | -7.3% | -7.3% | -0.1% | -6.7% |
| 30D | -1.7% | -22.5% | +20.8% | +0.4% |
| 3M | +3.9% | -30.9% | +34.8% | +7.1% |
| 6M | +3.8% | -37.2% | +41.0% | +7.4% |
| YTD | -7.9% | -29.8% | +21.9% | -6.0% |
| 1Y | -6.8% | -37.4% | +30.6% | -4.5% |
| 3Y | +40.9% | -64.3% | +105.3% | +47.7% |
| 5Y | +27.5% | -90.6% | +118.1% | +42.4% |
| All | +27.5% | -90.7% | +118.2% | +42.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling