+101.3%
MNST vs NIO
-92.1%
+193.4%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +5.9% | -10.3% | -4.8% |
| 7D | -3.4% | +5.6% | -9.0% | -3.8% |
| 30D | +6.6% | -4.2% | +10.9% | +6.9% |
| 3M | -2.9% | -26.3% | +23.4% | -0.9% |
| 6M | +18.4% | -42.5% | +61.0% | +22.8% |
| YTD | +19.3% | -33.5% | +52.8% | +21.8% |
| 1Y | +37.9% | -52.7% | +90.6% | +44.2% |
| 3Y | +62.9% | -57.5% | +120.3% | +66.7% |
| All | +101.3% | -92.1% | +193.4% | +119.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling