+67.3%
MNST vs NIO
-60.1%
+127.4%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -4.9% | +6.9% | +2.1% |
| 7D | +1.6% | -14.5% | +16.1% | +2.0% |
| 30D | +5.1% | -15.0% | +20.0% | +5.4% |
| 3M | -0.5% | -35.6% | +35.1% | +0.5% |
| 6M | +8.1% | -55.7% | +63.8% | +10.3% |
| YTD | +21.2% | -43.1% | +64.3% | +22.6% |
| 1Y | +30.7% | -53.5% | +84.3% | +32.8% |
| 3Y | +67.3% | -59.8% | +127.1% | +69.0% |
| All | +67.3% | -60.1% | +127.4% | +69.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling