+279.3%
MXL vs NIO
-40.3%
+319.7%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.2% | +0.2% | -2.4% |
| 7D | +16.6% | -7.3% | +23.9% | +18.3% |
| 30D | +0.5% | -22.5% | +23.0% | +5.5% |
| 3M | -3.6% | -30.9% | +27.3% | +3.7% |
| 6M | +328.0% | -37.2% | +365.2% | +364.1% |
| YTD | +297.8% | -29.8% | +327.6% | +320.4% |
| 1Y | +339.4% | -37.4% | +376.8% | +371.6% |
| 3Y | +201.7% | -64.3% | +266.1% | +234.5% |
| 5Y | +32.8% | -90.6% | +123.3% | +73.3% |
| All | +279.3% | -40.3% | +319.7% | +268.1% |
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 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