-15.3%
MKC vs NIO
-51.7%
+36.4%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -4.9% | +6.1% | +1.2% |
| 7D | -3.0% | -14.5% | +11.5% | -2.8% |
| 30D | +4.8% | -15.0% | +19.8% | +5.0% |
| 3M | -12.8% | -35.6% | +22.7% | -12.4% |
| 6M | +5.0% | -55.7% | +60.7% | +6.1% |
| YTD | -29.1% | -43.1% | +14.1% | -28.7% |
| 1Y | -26.4% | -53.5% | +27.1% | -25.8% |
| 3Y | -21.6% | -59.8% | +38.2% | -21.4% |
| 5Y | -35.2% | -93.2% | +58.0% | -34.6% |
| All | -15.3% | -51.7% | +36.4% | -15.7% |
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