+88.8%
MDLZ vs NIO
-45.3%
+134.1%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.8% | +4.0% | +0.2% |
| 7D | +2.2% | +2.8% | -0.6% | +2.1% |
| 30D | +10.1% | -8.4% | +18.5% | +10.3% |
| 3M | +9.1% | -32.0% | +41.0% | +9.9% |
| 6M | +10.0% | -43.9% | +53.9% | +11.2% |
| YTD | +26.8% | -35.7% | +62.5% | +27.7% |
| 1Y | +22.5% | -51.1% | +73.6% | +24.0% |
| 3Y | +5.3% | -54.7% | +60.0% | +5.7% |
| 5Y | +21.4% | -91.7% | +113.2% | +24.2% |
| All | +88.8% | -45.3% | +134.1% | +80.8% |
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