+1,176.0%
MRVL vs NIO
-36.7%
+1,212.7%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -1.6% | +8.6% | +7.3% |
| 7D | +3.2% | -13.0% | +16.2% | +5.7% |
| 30D | +5.9% | -18.3% | +24.2% | +9.6% |
| 3M | -29.3% | -33.2% | +3.9% | -24.1% |
| 6M | +186.5% | -21.5% | +208.0% | +197.1% |
| YTD | +163.4% | -25.5% | +188.9% | +175.0% |
| 1Y | +249.5% | -38.0% | +287.5% | +274.6% |
| 3Y | +289.4% | -65.5% | +354.8% | +330.6% |
| 5Y | +270.2% | -90.6% | +360.8% | +359.7% |
| All | +1,176.0% | -36.7% | +1,212.7% | +1,128.7% |
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