+178.4%
MET vs NIO
-36.8%
+215.2%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.3% | -1.9% | -2.2% |
| 7D | +1.1% | -6.7% | +7.8% | +1.6% |
| 30D | -2.3% | -20.0% | +17.7% | -0.8% |
| 3M | +13.9% | -30.5% | +44.3% | +16.7% |
| 6M | +34.8% | -20.7% | +55.5% | +36.2% |
| YTD | +23.5% | -25.7% | +49.2% | +25.2% |
| 1Y | +23.4% | -38.6% | +62.0% | +26.3% |
| 3Y | +64.9% | -62.3% | +127.1% | +69.4% |
| 5Y | +82.0% | -90.1% | +172.1% | +97.8% |
| All | +178.4% | -36.8% | +215.2% | +143.8% |
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