+21.5%
MDT vs NIO
-36.7%
+58.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.6% | +2.7% | +1.2% |
| 7D | +3.2% | -13.0% | +16.3% | +3.8% |
| 30D | +9.5% | -18.3% | +27.8% | +10.4% |
| 3M | +16.0% | -33.2% | +49.2% | +17.8% |
| 6M | +0.2% | -21.5% | +21.7% | +0.8% |
| YTD | -0.3% | -25.5% | +25.2% | +0.4% |
| 1Y | +4.7% | -38.0% | +42.7% | +6.0% |
| 3Y | +26.5% | -65.5% | +92.0% | +28.9% |
| 5Y | -18.2% | -90.6% | +72.4% | -14.8% |
| All | +21.5% | -36.7% | +58.2% | +15.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling