-91.6%
NIO vs MTB
+67.9%
-159.5%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.3% | -1.7% | -0.5% |
| 7D | +6.9% | -0.8% | +7.7% | +7.3% |
| 30D | -4.7% | +2.4% | -7.2% | -5.8% |
| 3M | -28.1% | -10.5% | -17.6% | -24.5% |
| 6M | -41.7% | +6.4% | -48.1% | -44.0% |
| YTD | -33.1% | +12.8% | -46.0% | -38.1% |
| 1Y | -50.3% | +23.3% | -73.6% | -56.2% |
| 3Y | -54.4% | +108.2% | -162.6% | -72.3% |
| 5Y | -91.6% | +68.6% | -160.2% | -94.0% |
| All | -91.6% | +67.9% | -159.5% | -94.0% |
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