+211.5%
MNST vs NIO
-46.0%
+257.5%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.4% | +0.2% |
| 7D | -6.9% | -1.8% | -5.1% | -6.8% |
| 30D | +3.7% | -6.6% | +10.4% | +4.1% |
| 3M | -0.3% | -29.9% | +29.6% | +1.6% |
| 6M | +5.1% | -46.6% | +51.7% | +8.5% |
| YTD | +18.4% | -36.5% | +54.9% | +20.7% |
| 1Y | +26.3% | -51.1% | +77.4% | +30.5% |
| 3Y | +64.3% | -55.2% | +119.5% | +66.2% |
| 5Y | +96.8% | -92.3% | +189.1% | +111.9% |
| All | +211.5% | -46.0% | +257.5% | +188.2% |
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