+913.8%
NVDA vs M
+24.8%
+889.0%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.6% | +0.6% | -1.3% |
| 7D | +3.8% | +2.4% | +1.4% | +3.2% |
| 30D | +0.8% | -11.6% | +12.4% | +4.2% |
| 3M | +8.2% | +1.6% | +6.6% | +6.8% |
| 6M | +27.1% | +25.2% | +1.9% | +17.6% |
| YTD | +21.2% | +3.8% | +17.4% | +17.7% |
| 1Y | +34.3% | +36.3% | -2.0% | +19.0% |
| 3Y | +396.3% | +116.3% | +279.9% | +241.6% |
| 5Y | +913.8% | +28.2% | +885.6% | +809.4% |
| All | +913.8% | +24.8% | +889.0% | +809.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling