-90.6%
NIO vs MTB
+101.8%
-192.5%
-92.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.5% | -1.5% |
| 7D | -13.0% | +1.7% | -14.8% | -13.7% |
| 30D | -18.3% | -4.2% | -14.1% | -16.8% |
| 3M | -33.2% | +8.9% | -42.1% | -36.1% |
| 6M | -21.5% | +10.9% | -32.4% | -26.0% |
| YTD | -25.5% | +21.5% | -47.0% | -33.1% |
| 1Y | -38.0% | +21.9% | -59.9% | -44.7% |
| 3Y | -65.5% | +109.2% | -174.7% | -78.6% |
| All | -90.6% | +101.8% | -192.5% | -93.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling