+323.4%
MTZ vs NIO
-43.2%
+366.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +0.6% | +8.0% | +8.5% |
| 7D | -2.4% | +6.9% | -9.3% | -3.1% |
| 30D | -11.1% | -4.7% | -6.3% | -10.7% |
| 3M | -30.6% | -28.1% | -2.6% | -28.3% |
| 6M | -54.4% | -41.7% | -12.7% | -51.9% |
| YTD | -13.0% | -33.1% | +20.1% | -10.1% |
| 1Y | -5.7% | -50.3% | +44.6% | +0.3% |
| 3Y | +297.2% | -54.4% | +351.5% | +309.1% |
| 5Y | +95.9% | -91.6% | +187.5% | +122.3% |
| All | +323.4% | -43.2% | +366.6% | +283.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling