-15.3%
MKC vs NIO
-46.0%
+30.7%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +0.5% |
| 7D | -7.0% | -1.8% | -5.2% | -7.0% |
| 30D | +4.1% | -6.6% | +10.7% | +4.2% |
| 3M | -10.3% | -29.9% | +19.6% | -9.9% |
| 6M | +1.7% | -46.6% | +48.3% | +2.5% |
| YTD | -29.1% | -36.5% | +7.4% | -28.8% |
| 1Y | -26.0% | -51.1% | +25.1% | -25.4% |
| 3Y | -21.5% | -55.2% | +33.8% | -21.3% |
| 5Y | -35.0% | -92.3% | +57.3% | -34.4% |
| All | -15.3% | -46.0% | +30.7% | -15.8% |
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