+183.2%
MLM vs NIO
-51.7%
+234.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.9% | +4.2% | -0.4% |
| 7D | -0.9% | -14.5% | +13.6% | +0.1% |
| 30D | +9.0% | -15.0% | +24.0% | +10.1% |
| 3M | -5.6% | -35.6% | +30.0% | -3.0% |
| 6M | -10.7% | -55.7% | +45.0% | -6.3% |
| YTD | -17.2% | -43.1% | +26.0% | -14.7% |
| 1Y | -14.2% | -53.5% | +39.3% | -10.6% |
| 3Y | +15.6% | -59.8% | +75.4% | +18.0% |
| 5Y | +26.2% | -93.2% | +119.4% | +37.4% |
| All | +183.2% | -51.7% | +234.9% | +171.3% |
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 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