-90.3%
NIO vs MTCH
-72.8%
-17.5%
-92.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.7% | -3.1% | -2.8% |
| 7D | -4.1% | -2.4% | -1.8% | -2.8% |
| 30D | -23.2% | +12.8% | -36.0% | -28.7% |
| 3M | -29.9% | +20.0% | -49.9% | -37.8% |
| 6M | -25.1% | +34.7% | -59.8% | -38.6% |
| YTD | -27.5% | +30.6% | -58.0% | -40.1% |
| 1Y | -41.1% | +10.9% | -52.0% | -46.5% |
| 3Y | -63.1% | -2.0% | -61.1% | -66.1% |
| All | -90.3% | -72.8% | -17.5% | -78.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling