+450,068.2%
NVDA vs M
+155.8%
+449,912.4%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.5% | -6.0% | -5.6% |
| 7D | -18.3% | +5.0% | -23.3% | -19.8% |
| 30D | -26.3% | +10.6% | -37.0% | -29.0% |
| 3M | -22.3% | +1.6% | -23.9% | -23.4% |
| 6M | -21.3% | +30.8% | -52.2% | -28.9% |
| YTD | -9.2% | +16.9% | -26.1% | -15.9% |
| 1Y | -14.9% | +26.3% | -41.2% | -23.4% |
| 3Y | +250.5% | +158.6% | +91.8% | +134.8% |
| 5Y | +475.8% | +2.1% | +473.7% | +391.0% |
| 10Y | +10,058.2% | -4.3% | +10,062.6% | +6,708.8% |
| All | +450,068.2% | +155.8% | +449,912.4% | +140,949.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling