+87.3%
MDLZ vs NIO
-43.5%
+130.8%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +5.9% | -7.1% | -1.3% |
| 7D | +1.7% | +5.6% | -3.9% | +1.5% |
| 30D | +11.2% | -4.2% | +15.4% | +11.3% |
| 3M | +6.1% | -26.3% | +32.4% | +6.8% |
| 6M | +8.6% | -42.5% | +51.1% | +9.7% |
| YTD | +25.8% | -33.5% | +59.4% | +26.6% |
| 1Y | +21.7% | -52.7% | +74.3% | +23.3% |
| 3Y | +5.8% | -57.5% | +63.3% | +6.4% |
| 5Y | +21.4% | -92.0% | +113.4% | +24.2% |
| All | +87.3% | -43.5% | +130.8% | +79.3% |
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