+154.0%
MTUM vs NIO
-51.7%
+205.7%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.9% | +2.9% | -1.6% |
| 7D | +6.6% | -14.5% | +21.1% | +7.9% |
| 30D | -10.8% | -15.0% | +4.1% | -9.7% |
| 3M | -13.8% | -35.6% | +21.8% | -10.8% |
| 6M | -10.7% | -55.7% | +45.0% | -5.0% |
| YTD | +9.1% | -43.1% | +52.2% | +13.3% |
| 1Y | +11.4% | -53.5% | +64.9% | +17.4% |
| 3Y | +88.8% | -59.8% | +148.6% | +94.5% |
| 5Y | +51.7% | -93.2% | +144.9% | +71.2% |
| All | +154.0% | -51.7% | +205.7% | +149.9% |
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