+43.8%
MMM vs NIO
-46.0%
+89.8%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +1.0% | -0.2% |
| 7D | -2.6% | -1.8% | -0.8% | -2.5% |
| 30D | +17.4% | -6.6% | +24.0% | +17.8% |
| 3M | +3.6% | -29.9% | +33.5% | +5.6% |
| 6M | +33.0% | -46.6% | +79.7% | +37.5% |
| YTD | +19.6% | -36.5% | +56.1% | +22.2% |
| 1Y | +14.0% | -51.1% | +65.2% | +18.0% |
| 3Y | +164.3% | -55.2% | +219.6% | +168.2% |
| 5Y | +49.3% | -92.3% | +141.7% | +58.8% |
| All | +43.8% | -46.0% | +89.8% | +32.7% |
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