+323.7%
MTZ vs NIO
-46.0%
+369.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.2% | +5.8% | +4.7% |
| 7D | +12.9% | -1.8% | +14.7% | +13.1% |
| 30D | -8.5% | -6.6% | -1.9% | -7.9% |
| 3M | -30.6% | -29.9% | -0.7% | -28.1% |
| 6M | -55.1% | -46.6% | -8.5% | -52.3% |
| YTD | -13.0% | -36.5% | +23.5% | -9.6% |
| 1Y | -4.3% | -51.1% | +46.9% | +2.0% |
| 3Y | +284.0% | -55.2% | +339.3% | +296.6% |
| 5Y | +97.7% | -92.3% | +190.0% | +126.1% |
| All | +323.7% | -46.0% | +369.7% | +286.0% |
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