+43.5%
MLM vs NIO
-90.7%
+134.2%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.6% | +2.7% | +1.3% |
| 7D | -2.9% | -13.0% | +10.1% | -1.7% |
| 30D | -6.8% | -18.3% | +11.5% | -5.1% |
| 3M | -11.2% | -33.2% | +22.0% | -8.1% |
| 6M | -21.8% | -21.5% | -0.3% | -20.7% |
| YTD | -17.0% | -25.5% | +8.5% | -15.4% |
| 1Y | -16.4% | -38.0% | +21.6% | -13.9% |
| 3Y | +14.5% | -65.5% | +79.9% | +21.0% |
| All | +43.5% | -90.7% | +134.2% | +68.9% |
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