+165.0%
MMM vs NIO
-56.9%
+221.9%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.8% | +4.2% | +0.7% |
| 7D | +7.0% | +2.8% | +4.1% | +6.7% |
| 30D | +18.4% | -8.4% | +26.8% | +19.2% |
| 3M | +4.5% | -32.0% | +36.4% | +7.7% |
| 6M | +33.4% | -43.9% | +77.4% | +39.4% |
| YTD | +20.0% | -35.7% | +55.6% | +23.4% |
| 1Y | +15.0% | -51.1% | +66.1% | +20.8% |
| 3Y | +165.0% | -54.7% | +219.7% | +169.5% |
| All | +165.0% | -56.9% | +221.9% | +169.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling