-8.1%
MKC vs NIO
-38.3%
+30.3%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.4% | +1.6% | -0.8% |
| 7D | -4.3% | -4.1% | -0.2% | -4.3% |
| 30D | -3.1% | -23.2% | +20.1% | -2.8% |
| 3M | +6.8% | -29.9% | +36.7% | +7.3% |
| 6M | -18.3% | -25.1% | +6.8% | -18.1% |
| YTD | -23.1% | -27.5% | +4.4% | -22.9% |
| 1Y | -23.7% | -41.1% | +17.4% | -23.3% |
| 3Y | -31.0% | -63.1% | +32.1% | -30.7% |
| 5Y | -33.5% | -90.4% | +56.8% | -33.1% |
| All | -8.1% | -38.3% | +30.3% | -8.8% |
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