+906.2%
MU vs NIO
-56.4%
+962.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.6% | +5.7% | +6.1% |
| 7D | -12.0% | +6.9% | -18.9% | -13.2% |
| 30D | -28.7% | -4.7% | -24.0% | -28.0% |
| 3M | -16.4% | -28.1% | +11.6% | -11.0% |
| 6M | -1.8% | -41.7% | +39.9% | +9.0% |
| YTD | +157.1% | -33.1% | +190.2% | +176.2% |
| 1Y | +208.5% | -50.3% | +258.8% | +247.3% |
| 3Y | +906.2% | -54.4% | +960.5% | +991.6% |
| All | +906.2% | -56.4% | +962.5% | +991.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling