+222.5%
MXL vs NIO
-49.2%
+271.7%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -5.9% | +4.2% | -0.5% |
| 7D | +33.1% | -4.7% | +37.8% | +34.4% |
| 30D | -33.5% | -14.3% | -19.2% | -31.3% |
| 3M | -20.7% | -32.8% | +12.1% | -14.1% |
| 6M | -35.9% | -49.8% | +14.0% | -26.6% |
| YTD | +238.3% | -40.2% | +278.5% | +270.0% |
| 1Y | +296.2% | -52.7% | +348.9% | +352.1% |
| 3Y | +254.1% | -57.9% | +312.0% | +283.7% |
| 5Y | -14.1% | -92.9% | +78.7% | +18.1% |
| All | +222.5% | -49.2% | +271.7% | +223.9% |
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