-19.1%
MXL vs NIO
-93.2%
+74.1%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -4.9% | -0.5% | -4.1% |
| 7D | +13.4% | -14.5% | +27.9% | +18.1% |
| 30D | -29.2% | -15.0% | -14.3% | -26.0% |
| 3M | -27.2% | -35.6% | +8.3% | -18.4% |
| 6M | -36.4% | -55.7% | +19.2% | -21.9% |
| YTD | +220.0% | -43.1% | +263.2% | +263.3% |
| 1Y | +304.8% | -53.5% | +358.3% | +381.2% |
| 3Y | +238.5% | -59.8% | +298.3% | +278.0% |
| All | -19.1% | -93.2% | +74.1% | +31.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling