+185.7%
MLM vs NIO
-43.5%
+229.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +5.9% | -7.8% | -2.2% |
| 7D | -4.1% | +5.6% | -9.7% | -4.5% |
| 30D | +8.2% | -4.2% | +12.4% | +8.4% |
| 3M | -3.6% | -26.3% | +22.7% | -1.8% |
| 6M | -15.6% | -42.5% | +27.0% | -12.8% |
| YTD | -16.4% | -33.5% | +17.1% | -14.8% |
| 1Y | -14.3% | -52.7% | +38.3% | -10.9% |
| 3Y | +19.3% | -57.5% | +76.8% | +21.4% |
| 5Y | +29.6% | -92.0% | +121.6% | +39.7% |
| All | +185.7% | -43.5% | +229.2% | +171.0% |
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