-19.4%
MKC vs NIO
-56.4%
+37.0%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.6% | -1.7% | -1.1% |
| 7D | -1.9% | +6.9% | -8.8% | -2.0% |
| 30D | +8.0% | -4.7% | +12.7% | +8.0% |
| 3M | -8.6% | -28.1% | +19.4% | -8.3% |
| 6M | +1.1% | -41.7% | +42.8% | +1.6% |
| YTD | -27.7% | -33.1% | +5.5% | -27.5% |
| 1Y | -23.7% | -50.3% | +26.6% | -23.0% |
| 3Y | -19.4% | -54.4% | +34.9% | -18.5% |
| All | -19.4% | -56.4% | +37.0% | -18.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling