+21.5%
MLM vs NIO
-62.1%
+83.7%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -3.0% | -2.1% | -5.0% |
| 7D | -1.2% | -3.6% | +2.4% | -1.1% |
| 30D | +7.9% | -8.0% | +16.0% | +8.3% |
| 3M | -4.5% | -31.2% | +26.7% | -3.0% |
| 6M | -12.6% | -45.8% | +33.1% | -10.5% |
| YTD | -14.9% | -37.3% | +22.4% | -13.5% |
| 1Y | -13.1% | -56.1% | +43.0% | -10.6% |
| All | +21.5% | -62.1% | +83.7% | +21.0% |
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 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