+183.8%
MLM vs NIO
-36.7%
+220.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.6% | +2.7% | +1.2% |
| 7D | -2.9% | -13.0% | +10.1% | -2.1% |
| 30D | -6.8% | -18.3% | +11.5% | -5.7% |
| 3M | -11.2% | -33.2% | +22.0% | -9.1% |
| 6M | -21.8% | -21.5% | -0.3% | -21.0% |
| YTD | -17.0% | -25.5% | +8.5% | -15.9% |
| 1Y | -16.4% | -38.0% | +21.6% | -14.6% |
| 3Y | +14.5% | -65.5% | +79.9% | +18.0% |
| 5Y | +41.7% | -90.6% | +132.3% | +51.4% |
| All | +183.8% | -36.7% | +220.5% | +167.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling