-20.1%
MDT vs NIO
-90.3%
+70.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.3% | -1.6% | -1.9% |
| 7D | +0.4% | -6.7% | +7.0% | +0.8% |
| 30D | +6.0% | -20.0% | +26.0% | +7.3% |
| 3M | +15.5% | -30.5% | +46.0% | +17.8% |
| 6M | +3.4% | -20.7% | +24.1% | +4.1% |
| YTD | -2.2% | -25.7% | +23.5% | -1.2% |
| 1Y | +2.6% | -38.6% | +41.2% | +4.4% |
| 3Y | +27.5% | -62.3% | +89.8% | +30.6% |
| 5Y | -20.1% | -90.1% | +70.0% | -13.9% |
| All | -20.1% | -90.3% | +70.3% | -13.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling