+184.9%
MRK vs NIO
-51.7%
+236.6%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.9% | +5.5% | +0.6% |
| 7D | +0.7% | -14.5% | +15.2% | +0.9% |
| 30D | +0.3% | -15.0% | +15.2% | +0.5% |
| 3M | +9.7% | -35.6% | +45.2% | +10.4% |
| 6M | +32.0% | -55.7% | +87.6% | +33.5% |
| YTD | +43.3% | -43.1% | +86.4% | +44.3% |
| 1Y | +63.7% | -53.5% | +117.2% | +65.3% |
| 3Y | +58.0% | -59.8% | +117.8% | +58.7% |
| 5Y | +105.0% | -93.2% | +198.2% | +110.6% |
| All | +184.9% | -51.7% | +236.6% | +172.0% |
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 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