+41.0%
MMM vs NIO
-43.5%
+84.5%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +5.9% | -7.3% | -1.7% |
| 7D | +6.2% | +5.6% | +0.6% | +5.9% |
| 30D | +14.2% | -4.2% | +18.4% | +14.4% |
| 3M | +2.9% | -26.3% | +29.2% | +4.6% |
| 6M | +27.6% | -42.5% | +70.1% | +31.3% |
| YTD | +17.3% | -33.5% | +50.8% | +19.4% |
| 1Y | +15.1% | -52.7% | +67.7% | +19.3% |
| 3Y | +157.1% | -57.5% | +214.6% | +161.5% |
| 5Y | +45.1% | -92.0% | +137.1% | +53.9% |
| All | +41.0% | -43.5% | +84.5% | +29.8% |
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