+431.2%
MTZ vs NIO
-36.7%
+467.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.6% | +3.7% | +2.3% |
| 7D | -1.6% | -13.0% | +11.5% | -0.2% |
| 30D | -11.1% | -18.3% | +7.2% | -9.3% |
| 3M | -36.7% | -33.2% | -3.5% | -34.1% |
| 6M | -21.9% | -21.5% | -0.5% | -20.5% |
| YTD | +9.1% | -25.5% | +34.6% | +11.6% |
| 1Y | +30.0% | -38.0% | +68.0% | +34.7% |
| 3Y | +138.5% | -65.5% | +203.9% | +151.7% |
| 5Y | +158.3% | -90.6% | +248.9% | +189.7% |
| All | +431.2% | -36.7% | +467.9% | +376.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling