+30.0%
MTZ vs NIO
-37.4%
+67.4%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.6% | +3.7% | +2.3% |
| 7D | -1.6% | -13.0% | +11.5% | +0.2% |
| 30D | -11.1% | -18.3% | +7.2% | -8.7% |
| 3M | -36.7% | -33.2% | -3.5% | -33.5% |
| 6M | -21.9% | -21.5% | -0.5% | -20.5% |
| YTD | +9.1% | -25.5% | +34.6% | +11.0% |
| 1Y | +30.0% | -38.0% | +68.0% | +44.8% |
| All | +30.0% | -37.4% | +67.4% | +44.8% |
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 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