+201.0%
MET vs NIO
-51.7%
+252.6%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.9% | +5.7% | +1.1% |
| 7D | +4.5% | -14.5% | +18.9% | +5.6% |
| 30D | +3.5% | -15.0% | +18.5% | +4.7% |
| 3M | +5.9% | -35.6% | +41.5% | +9.1% |
| 6M | +33.1% | -55.7% | +88.7% | +40.4% |
| YTD | +33.6% | -43.1% | +76.7% | +37.8% |
| 1Y | +32.7% | -53.5% | +86.2% | +38.8% |
| 3Y | +85.0% | -59.8% | +144.9% | +89.2% |
| 5Y | +85.6% | -93.2% | +178.8% | +107.1% |
| All | +201.0% | -51.7% | +252.6% | +168.2% |
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