-45.8%
NIO vs MTCH
-16.5%
-29.2%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.9% | -4.2% | -3.7% |
| 7D | -7.3% | -1.4% | -5.8% | -6.6% |
| 30D | -22.5% | +13.6% | -36.2% | -27.5% |
| 3M | -30.9% | +22.4% | -53.3% | -38.2% |
| 6M | -37.2% | +37.2% | -74.4% | -47.3% |
| YTD | -29.8% | +31.8% | -61.6% | -40.5% |
| 1Y | -37.4% | +12.9% | -50.3% | -42.8% |
| 3Y | -64.3% | -1.1% | -63.2% | -67.1% |
| 5Y | -90.6% | -73.5% | -17.1% | -84.1% |
| All | -45.8% | -16.5% | -29.2% | -35.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MTCH.
Daily Out/Under-Performance
Portfolio return minus MTCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTCH 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 MTCH 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