-14.3%
MTZ vs NIO
-54.1%
+39.8%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.4% | +3.4% | -18.8% | -15.9% |
| 7D | -7.4% | -0.6% | -6.8% | -7.4% |
| 30D | -23.6% | -3.5% | -20.1% | -23.1% |
| 3M | -38.3% | -30.7% | -7.6% | -34.6% |
| 6M | -60.6% | -45.6% | -15.0% | -56.8% |
| YTD | -22.9% | -35.3% | +12.4% | -20.2% |
| 1Y | -14.3% | -53.9% | +39.6% | +0.9% |
| All | -14.3% | -54.1% | +39.8% | +0.9% |
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 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