-34.0%
MKC vs NIO
-90.3%
+56.3%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.6% | -0.9% |
| 7D | -5.9% | -13.0% | +7.2% | -5.6% |
| 30D | -0.9% | -18.3% | +17.4% | -0.5% |
| 3M | +12.7% | -33.2% | +45.9% | +13.7% |
| 6M | -19.3% | -21.5% | +2.2% | -19.1% |
| YTD | -22.2% | -25.5% | +3.3% | -21.9% |
| 1Y | -23.3% | -38.0% | +14.7% | -22.8% |
| 3Y | -30.0% | -65.5% | +35.5% | -29.4% |
| All | -34.0% | -90.3% | +56.3% | -35.3% |
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