-42.6%
NIO vs MTB
+71.9%
-114.4%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.1% |
| 7D | -6.7% | +2.8% | -9.4% | -7.6% |
| 30D | -20.0% | -4.2% | -15.9% | -18.9% |
| 3M | -30.5% | +7.8% | -38.3% | -32.5% |
| 6M | -20.7% | +14.8% | -35.5% | -25.1% |
| YTD | -25.7% | +20.8% | -46.5% | -31.3% |
| 1Y | -38.6% | +23.1% | -61.7% | -43.8% |
| 3Y | -62.3% | +114.8% | -177.1% | -72.7% |
| 5Y | -90.1% | +103.3% | -193.3% | -92.5% |
| All | -42.6% | +71.9% | -114.4% | -70.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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