+46.5%
MMM vs NIO
-92.4%
+138.9%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +1.0% | -0.1% |
| 7D | -2.6% | -1.8% | -0.8% | -2.5% |
| 30D | +17.4% | -6.6% | +24.0% | +18.1% |
| 3M | +3.6% | -29.9% | +33.5% | +6.8% |
| 6M | +33.0% | -46.6% | +79.7% | +40.2% |
| YTD | +19.6% | -36.5% | +56.1% | +23.6% |
| 1Y | +14.0% | -51.1% | +65.2% | +20.4% |
| 3Y | +164.3% | -55.2% | +219.6% | +170.0% |
| All | +46.5% | -92.4% | +138.9% | +58.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling