+28.4%
MMM vs NIO
-36.7%
+65.0%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | +0.2% |
| 7D | -3.3% | -13.0% | +9.7% | -2.6% |
| 30D | -7.0% | -18.3% | +11.3% | -6.0% |
| 3M | +10.8% | -33.2% | +44.0% | +13.3% |
| 6M | +5.8% | -21.5% | +27.3% | +6.8% |
| YTD | +6.8% | -25.5% | +32.3% | +8.1% |
| 1Y | +10.4% | -38.0% | +48.4% | +12.6% |
| 3Y | +104.7% | -65.5% | +170.1% | +110.0% |
| 5Y | +23.6% | -90.6% | +114.1% | +30.0% |
| All | +28.4% | -36.7% | +65.0% | +17.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling