+78.9%
MET vs NIO
-92.1%
+171.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +5.9% | -7.4% | -1.9% |
| 7D | -1.2% | +5.6% | -6.8% | -1.6% |
| 30D | +3.2% | -4.2% | +7.4% | +3.5% |
| 3M | -1.1% | -26.3% | +25.2% | +0.9% |
| 6M | +25.0% | -42.5% | +67.6% | +29.7% |
| YTD | +27.9% | -33.5% | +61.4% | +30.6% |
| 1Y | +32.9% | -52.7% | +85.5% | +39.2% |
| 3Y | +78.8% | -57.5% | +136.3% | +82.4% |
| All | +78.9% | -92.1% | +171.0% | +100.9% |
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