+80.9%
MTUM vs NIO
-90.4%
+171.3%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.4% | +2.6% | +0.4% |
| 7D | +4.1% | -4.1% | +8.3% | +4.5% |
| 30D | +0.6% | -23.2% | +23.9% | +3.2% |
| 3M | -0.6% | -29.9% | +29.3% | +2.7% |
| 6M | +25.3% | -25.1% | +50.4% | +28.2% |
| YTD | +23.8% | -27.5% | +51.3% | +26.8% |
| 1Y | +25.4% | -41.1% | +66.5% | +30.3% |
| 3Y | +117.3% | -63.1% | +180.4% | +127.8% |
| All | +80.9% | -90.4% | +171.3% | +115.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling