+11.4%
MTUM vs NIO
-55.0%
+66.3%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.9% | +2.9% | -1.2% |
| 7D | +6.6% | -14.5% | +21.1% | +9.1% |
| 30D | -10.8% | -15.0% | +4.1% | -8.6% |
| 3M | -13.8% | -35.6% | +21.8% | -8.4% |
| 6M | -10.7% | -55.7% | +45.0% | -0.5% |
| YTD | +9.1% | -43.1% | +52.2% | +16.7% |
| 1Y | +11.4% | -53.5% | +64.9% | +22.7% |
| All | +11.4% | -55.0% | +66.3% | +22.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling