+23.4%
NVDA vs MAR
+25.7%
-2.2%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.7% | -1.5% | -2.2% |
| 7D | -4.3% | -2.1% | -2.2% | -4.2% |
| 30D | +0.5% | -5.7% | +6.2% | +0.6% |
| 3M | +9.1% | -14.6% | +23.7% | +9.6% |
| 6M | +18.5% | +1.3% | +17.1% | +17.6% |
| YTD | +17.4% | +6.7% | +10.7% | +18.2% |
| 1Y | +23.4% | +26.4% | -3.0% | +29.9% |
| All | +23.4% | +25.7% | -2.2% | +29.9% |
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