-56.1%
NIO vs MDY
+100.8%
-156.8%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.1% | -4.8% | -4.8% |
| 7D | -14.5% | +2.3% | -16.7% | -16.7% |
| 30D | -15.0% | +2.0% | -17.0% | -16.9% |
| 3M | -35.6% | -5.6% | -29.9% | -31.1% |
| 6M | -55.7% | +1.3% | -56.9% | -56.6% |
| YTD | -43.1% | +12.3% | -55.5% | -50.9% |
| 1Y | -53.5% | +15.8% | -69.3% | -61.3% |
| 3Y | -59.8% | +56.5% | -116.3% | -77.0% |
| 5Y | -93.2% | +35.1% | -128.3% | -95.1% |
| All | -56.1% | +100.8% | -156.8% | -71.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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