+10,058.2%
NVDA vs M
-3.0%
+10,061.3%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.5% | -6.0% | -5.6% |
| 7D | -18.3% | +5.0% | -23.3% | -19.2% |
| 30D | -26.3% | +10.6% | -37.0% | -27.9% |
| 3M | -22.3% | +1.6% | -23.9% | -22.9% |
| 6M | -21.3% | +30.8% | -52.2% | -26.0% |
| YTD | -9.2% | +16.9% | -26.1% | -13.2% |
| 1Y | -14.9% | +26.3% | -41.2% | -20.1% |
| 3Y | +250.5% | +158.6% | +91.8% | +175.3% |
| 5Y | +475.8% | +2.1% | +473.7% | +419.6% |
| 10Y | +10,058.2% | -4.3% | +10,062.6% | +9,729.5% |
| All | +10,058.2% | -3.0% | +10,061.3% | +9,729.5% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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