+116.0%
MTUM vs NIO
-64.4%
+180.4%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.4% | +2.6% | +0.4% |
| 7D | +4.1% | -4.1% | +8.3% | +4.4% |
| 30D | +0.6% | -23.2% | +23.9% | +2.5% |
| 3M | -0.6% | -29.9% | +29.3% | +1.7% |
| 6M | +25.3% | -25.1% | +50.4% | +27.5% |
| YTD | +23.8% | -27.5% | +51.3% | +26.1% |
| 1Y | +25.4% | -41.1% | +66.5% | +28.8% |
| All | +116.0% | -64.4% | +180.4% | +120.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling