+198.7%
MET vs NIO
-49.2%
+247.8%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -5.9% | +4.8% | -0.6% |
| 7D | +2.1% | -4.7% | +6.8% | +2.4% |
| 30D | +1.8% | -14.3% | +16.1% | +2.9% |
| 3M | +6.0% | -32.8% | +38.8% | +8.8% |
| 6M | +31.1% | -49.8% | +80.9% | +37.1% |
| YTD | +32.6% | -40.2% | +72.8% | +36.3% |
| 1Y | +30.5% | -52.7% | +83.2% | +36.3% |
| 3Y | +83.6% | -57.9% | +141.4% | +87.1% |
| 5Y | +84.2% | -92.9% | +177.0% | +104.8% |
| All | +198.7% | -49.2% | +247.8% | +165.3% |
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