+43.7%
MMM vs NIO
-43.2%
+86.8%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.6% | +1.3% | +1.8% |
| 7D | +5.8% | +6.9% | -1.1% | +5.4% |
| 30D | +17.9% | -4.7% | +22.7% | +18.2% |
| 3M | +3.6% | -28.1% | +31.6% | +5.5% |
| 6M | +32.9% | -41.7% | +74.6% | +36.7% |
| YTD | +19.5% | -33.1% | +52.6% | +21.6% |
| 1Y | +16.5% | -50.3% | +66.8% | +20.5% |
| 3Y | +167.2% | -54.4% | +221.5% | +170.8% |
| 5Y | +48.2% | -91.6% | +139.8% | +56.9% |
| All | +43.7% | -43.2% | +86.8% | +32.2% |
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