+32.0%
MLM vs NIO
-92.6%
+124.7%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -3.0% | -2.1% | -4.9% |
| 7D | -1.2% | -3.6% | +2.4% | -0.9% |
| 30D | +7.9% | -8.0% | +16.0% | +8.7% |
| 3M | -4.5% | -31.2% | +26.7% | -1.3% |
| 6M | -12.6% | -45.8% | +33.1% | -8.1% |
| YTD | -14.9% | -37.3% | +22.4% | -12.0% |
| 1Y | -13.1% | -56.1% | +43.0% | -7.4% |
| 3Y | +21.2% | -61.1% | +82.3% | +25.7% |
| 5Y | +32.0% | -92.4% | +124.4% | +56.1% |
| All | +32.0% | -92.6% | +124.7% | +56.1% |
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