-54.4%
NIO vs MTB
+103.9%
-158.2%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.3% | -1.7% | +0.1% |
| 7D | +6.9% | -0.8% | +7.7% | +7.1% |
| 30D | -4.7% | +2.4% | -7.2% | -5.3% |
| 3M | -28.1% | -10.5% | -17.6% | -26.3% |
| 6M | -41.7% | +6.4% | -48.1% | -42.9% |
| YTD | -33.1% | +12.8% | -46.0% | -35.9% |
| 1Y | -50.3% | +23.3% | -73.6% | -53.7% |
| 3Y | -54.4% | +108.2% | -162.6% | -68.9% |
| All | -54.4% | +103.9% | -158.2% | -68.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling