+211.1%
MNST vs NIO
-45.3%
+256.5%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.8% | +3.2% | -0.4% |
| 7D | -3.9% | +2.8% | -6.7% | -4.1% |
| 30D | +3.9% | -8.4% | +12.3% | +4.3% |
| 3M | -0.8% | -32.0% | +31.1% | +1.2% |
| 6M | +5.1% | -43.9% | +49.0% | +8.2% |
| YTD | +18.3% | -35.7% | +54.0% | +20.5% |
| 1Y | +29.5% | -51.1% | +80.6% | +33.8% |
| 3Y | +64.0% | -54.7% | +118.7% | +65.9% |
| 5Y | +97.2% | -91.7% | +188.9% | +111.5% |
| All | +211.1% | -45.3% | +256.5% | +187.7% |
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