+95.0%
MTZ vs NIO
-93.2%
+188.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.9% | +3.7% | -0.5% |
| 7D | +5.0% | -14.5% | +19.4% | +7.5% |
| 30D | -6.0% | -15.0% | +8.9% | -3.8% |
| 3M | -36.1% | -35.6% | -0.6% | -31.9% |
| 6M | -56.9% | -55.7% | -1.2% | -51.5% |
| YTD | -15.9% | -43.1% | +27.2% | -9.8% |
| 1Y | -3.8% | -53.5% | +49.7% | +6.1% |
| 3Y | +272.3% | -59.8% | +332.1% | +295.7% |
| All | +95.0% | -93.2% | +188.2% | +151.2% |
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