+1,595.5%
MU vs NIO
-43.5%
+1,639.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +5.9% | -0.8% | +4.1% |
| 7D | -22.0% | +5.6% | -27.6% | -22.7% |
| 30D | -36.6% | -4.2% | -32.3% | -36.1% |
| 3M | -21.7% | -26.3% | +4.6% | -17.7% |
| 6M | +3.5% | -42.5% | +46.1% | +13.4% |
| YTD | +141.9% | -33.5% | +175.5% | +157.0% |
| 1Y | +189.8% | -52.7% | +242.5% | +224.7% |
| 3Y | +855.4% | -57.5% | +912.8% | +923.2% |
| 5Y | +869.2% | -92.0% | +961.2% | +1,130.7% |
| All | +1,595.5% | -43.5% | +1,639.0% | +1,474.7% |
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