+213.7%
MNST vs NIO
-43.5%
+257.2%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +5.9% | -10.3% | -4.7% |
| 7D | -3.4% | +5.6% | -9.0% | -3.7% |
| 30D | +6.6% | -4.2% | +10.9% | +6.8% |
| 3M | -2.9% | -26.3% | +23.4% | -1.4% |
| 6M | +18.4% | -42.5% | +61.0% | +21.8% |
| YTD | +19.3% | -33.5% | +52.8% | +21.3% |
| 1Y | +37.9% | -52.7% | +90.6% | +42.8% |
| 3Y | +62.9% | -57.5% | +120.3% | +65.4% |
| 5Y | +99.6% | -92.0% | +191.6% | +114.3% |
| All | +213.7% | -43.5% | +257.2% | +189.5% |
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 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