+307.9%
MDB vs NIO
-51.7%
+359.5%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.9% | +3.3% | -0.8% |
| 7D | +6.8% | -14.5% | +21.3% | +9.8% |
| 30D | -6.2% | -15.0% | +8.8% | -3.4% |
| 3M | -29.2% | -35.6% | +6.3% | -23.5% |
| 6M | +10.3% | -55.7% | +66.0% | +27.1% |
| YTD | -20.4% | -43.1% | +22.8% | -13.1% |
| 1Y | -4.8% | -53.5% | +48.7% | +7.2% |
| 3Y | -11.6% | -59.8% | +48.3% | -5.2% |
| 5Y | -41.0% | -93.2% | +52.2% | -21.7% |
| All | +307.9% | -51.7% | +359.5% | +377.4% |
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