+287.6%
MP vs NIO
-63.1%
+350.7%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -4.9% | +8.4% | +4.9% |
| 7D | +9.5% | -14.5% | +23.9% | +14.3% |
| 30D | -3.0% | -15.0% | +12.0% | +1.6% |
| 3M | -30.4% | -35.6% | +5.2% | -21.0% |
| 6M | -39.2% | -55.7% | +16.5% | -23.4% |
| YTD | -23.3% | -43.1% | +19.9% | -11.6% |
| 1Y | -32.6% | -53.5% | +20.9% | -17.9% |
| 3Y | +159.3% | -59.8% | +219.1% | +197.6% |
| 5Y | -16.4% | -93.2% | +76.8% | +34.8% |
| All | +287.6% | -63.1% | +350.7% | +554.8% |
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