+1,862.0%
MU vs NIO
-49.2%
+1,911.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -5.9% | +4.3% | -0.6% |
| 7D | +21.6% | -4.7% | +26.3% | +22.6% |
| 30D | -16.2% | -14.3% | -1.9% | -14.0% |
| 3M | -12.4% | -32.8% | +20.4% | -6.4% |
| 6M | +4.2% | -49.8% | +54.0% | +16.6% |
| YTD | +180.0% | -40.2% | +220.2% | +202.5% |
| 1Y | +226.4% | -52.7% | +279.1% | +266.1% |
| 3Y | +969.7% | -57.9% | +1,027.6% | +1,048.7% |
| 5Y | +957.9% | -92.9% | +1,050.8% | +1,268.9% |
| All | +1,862.0% | -49.2% | +1,911.1% | +1,753.8% |
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