+104.8%
MMM vs NIO
-62.3%
+167.1%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.4% | -0.6% |
| 7D | -1.6% | -6.7% | +5.1% | -1.0% |
| 30D | -8.0% | -20.0% | +12.0% | -6.2% |
| 3M | +9.4% | -30.5% | +39.8% | +12.8% |
| 6M | +10.2% | -20.7% | +31.0% | +11.8% |
| YTD | +6.1% | -25.7% | +31.8% | +8.2% |
| 1Y | +10.8% | -38.6% | +49.4% | +14.3% |
| 3Y | +104.8% | -62.3% | +167.0% | +115.0% |
| All | +104.8% | -62.3% | +167.1% | +115.0% |
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