+305.2%
MDB vs NIO
-45.3%
+350.5%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.8% | +5.2% | +2.1% |
| 7D | -1.0% | +2.8% | -3.8% | -1.5% |
| 30D | -14.0% | -8.4% | -5.6% | -12.6% |
| 3M | -20.3% | -32.0% | +11.6% | -14.7% |
| 6M | +10.9% | -43.9% | +54.8% | +22.5% |
| YTD | -20.9% | -35.7% | +14.8% | -15.5% |
| 1Y | -11.2% | -51.1% | +39.9% | -0.8% |
| 3Y | -11.9% | -54.7% | +42.8% | -7.6% |
| 5Y | -40.2% | -91.7% | +51.5% | -22.8% |
| All | +305.2% | -45.3% | +350.5% | +364.1% |
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