+34.4%
NVDA vs MAR
+27.3%
+7.1%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.8% |
| 7D | +5.9% | -4.2% | +10.0% | +6.0% |
| 30D | +5.1% | -6.7% | +11.8% | +5.3% |
| 3M | +5.4% | -12.5% | +17.8% | +5.8% |
| 6M | +26.0% | +0.6% | +25.4% | +24.7% |
| YTD | +23.7% | +9.1% | +14.6% | +24.4% |
| 1Y | +34.4% | +26.2% | +8.2% | +40.9% |
| All | +34.4% | +27.3% | +7.1% | +40.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MAR.
Daily Out/Under-Performance
Portfolio return minus MAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAR 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 1y: compounded portfolio wealth divided by compounded MAR 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…
1y analysis · Full analysis span regression · 6 months rolling