+18.5%
MDT vs NIO
-38.3%
+56.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.4% | +1.8% | -0.4% |
| 7D | -0.3% | -4.1% | +3.8% | -0.1% |
| 30D | +2.8% | -23.2% | +26.0% | +3.8% |
| 3M | +13.1% | -29.9% | +43.0% | +14.6% |
| 6M | +2.3% | -25.1% | +27.4% | +3.1% |
| YTD | -2.7% | -27.5% | +24.8% | -1.9% |
| 1Y | +0.9% | -41.1% | +41.9% | +2.4% |
| 3Y | +26.8% | -63.1% | +90.0% | +28.8% |
| 5Y | -19.5% | -90.4% | +70.9% | -16.2% |
| All | +18.5% | -38.3% | +56.9% | +13.2% |
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 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