+186.2%
MTUM vs NIO
-38.5%
+224.7%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.1% | -1.8% | +1.0% |
| 7D | +0.7% | -2.9% | +3.6% | +0.9% |
| 30D | -2.4% | -18.7% | +16.3% | -0.9% |
| 3M | -3.6% | -29.4% | +25.8% | -1.1% |
| 6M | +23.7% | -32.5% | +56.2% | +27.1% |
| YTD | +22.9% | -27.6% | +50.6% | +25.3% |
| 1Y | +21.8% | -39.2% | +61.0% | +25.4% |
| 3Y | +114.4% | -64.3% | +178.7% | +122.5% |
| 5Y | +79.6% | -90.3% | +169.8% | +97.2% |
| All | +186.2% | -38.5% | +224.7% | +176.4% |
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