+2,397.6%
MU vs NIO
-36.7%
+2,434.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -1.6% | +7.7% | +6.4% |
| 7D | +9.0% | -13.0% | +22.0% | +11.4% |
| 30D | +13.8% | -18.3% | +32.1% | +17.5% |
| 3M | +2.1% | -33.2% | +35.3% | +9.0% |
| 6M | +153.8% | -21.5% | +175.3% | +162.5% |
| YTD | +256.4% | -25.5% | +281.9% | +271.3% |
| 1Y | +719.8% | -38.0% | +757.8% | +776.7% |
| 3Y | +1,360.4% | -65.5% | +1,425.8% | +1,504.0% |
| 5Y | +1,312.4% | -90.6% | +1,403.0% | +1,646.1% |
| All | +2,397.6% | -36.7% | +2,434.3% | +2,175.1% |
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