+2.8%
MDLN vs NIO
-35.3%
+38.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.2% | +4.3% | +3.1% |
| 7D | +4.5% | -1.8% | +6.3% | +4.6% |
| 30D | +17.9% | -6.6% | +24.5% | +18.1% |
| 3M | +20.3% | -29.9% | +50.2% | +21.0% |
| 6M | +7.4% | -46.6% | +54.0% | +8.9% |
| YTD | +0.4% | -36.5% | +36.9% | 0.0% |
| All | +2.8% | -35.3% | +38.2% | +2.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling