+74.8%
MTZ vs NIO
-92.1%
+166.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +5.9% | +3.6% | +8.6% |
| 7D | -6.4% | +5.6% | -12.0% | -7.2% |
| 30D | -22.1% | -4.2% | -17.8% | -21.6% |
| 3M | -32.7% | -26.3% | -6.4% | -29.7% |
| 6M | -59.8% | -42.5% | -17.3% | -56.6% |
| YTD | -19.9% | -33.5% | +13.6% | -16.0% |
| 1Y | -11.5% | -52.7% | +41.2% | -2.6% |
| 3Y | +258.1% | -57.5% | +315.5% | +278.0% |
| All | +74.8% | -92.1% | +166.9% | +127.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling