+36.2%
MCO vs NIO
-92.9%
+129.1%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -5.9% | +4.2% | -1.1% |
| 7D | -1.7% | -4.7% | +3.0% | -1.3% |
| 30D | +9.1% | -14.3% | +23.5% | +10.5% |
| 3M | +6.2% | -32.8% | +39.1% | +9.7% |
| 6M | +12.6% | -49.8% | +62.5% | +18.9% |
| YTD | -0.2% | -40.2% | +40.0% | +3.2% |
| 1Y | +4.1% | -52.7% | +56.8% | +9.8% |
| 3Y | +50.6% | -57.9% | +108.5% | +53.7% |
| 5Y | +36.2% | -92.9% | +129.1% | +57.9% |
| All | +36.2% | -92.9% | +129.1% | +57.9% |
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