+1,135.9%
MOD vs NIO
-36.7%
+1,172.6%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.6% | +5.9% | +4.5% |
| 7D | +9.6% | -13.0% | +22.6% | +11.6% |
| 30D | 0.0% | -18.3% | +18.3% | +2.7% |
| 3M | -35.4% | -33.2% | -2.2% | -31.8% |
| 6M | -7.3% | -21.5% | +14.2% | -5.0% |
| YTD | +45.8% | -25.5% | +71.3% | +50.3% |
| 1Y | +43.1% | -38.0% | +81.2% | +50.3% |
| 3Y | +297.7% | -65.5% | +363.1% | +328.3% |
| 5Y | +1,478.8% | -90.6% | +1,569.3% | +1,756.1% |
| All | +1,135.9% | -36.7% | +1,172.6% | +1,009.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling