+184.2%
MTUM vs NIO
-36.7%
+220.9%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.6% | +3.4% | +1.9% |
| 7D | +1.7% | -13.0% | +14.8% | +2.8% |
| 30D | -1.7% | -18.3% | +16.6% | -0.1% |
| 3M | -6.3% | -33.2% | +26.9% | -3.4% |
| 6M | +21.8% | -21.5% | +43.3% | +23.6% |
| YTD | +22.0% | -25.5% | +47.5% | +24.2% |
| 1Y | +25.3% | -38.0% | +63.4% | +28.9% |
| 3Y | +112.1% | -65.5% | +177.6% | +120.7% |
| 5Y | +76.2% | -90.6% | +166.8% | +93.8% |
| All | +184.2% | -36.7% | +220.9% | +173.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling