+31.4%
MDT vs NIO
-49.2%
+80.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.9% | +5.3% | -0.4% |
| 7D | -3.7% | -4.7% | +1.0% | -3.5% |
| 30D | +8.6% | -14.3% | +22.9% | +9.2% |
| 3M | +12.2% | -32.8% | +45.0% | +13.9% |
| 6M | +33.7% | -49.8% | +83.6% | +37.1% |
| YTD | +7.8% | -40.2% | +48.0% | +9.5% |
| 1Y | +8.9% | -52.7% | +61.6% | +11.6% |
| 3Y | +57.6% | -57.9% | +115.5% | +59.3% |
| 5Y | -0.7% | -92.9% | +92.2% | +4.5% |
| All | +31.4% | -49.2% | +80.5% | +26.3% |
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