+433,969.0%
NVDA vs MAR
+3,567.4%
+430,401.6%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.7% | -1.8% |
| 7D | -12.7% | +1.6% | -14.4% | -13.6% |
| 30D | -26.4% | +13.8% | -40.2% | -31.6% |
| 3M | -27.6% | +20.3% | -47.9% | -35.0% |
| 6M | -27.7% | +21.3% | -49.0% | -35.9% |
| YTD | -12.5% | +37.2% | -49.7% | -28.2% |
| 1Y | -12.6% | +48.4% | -61.1% | -31.8% |
| 3Y | +235.9% | +120.1% | +115.8% | +107.6% |
| 5Y | +438.2% | +182.1% | +256.2% | +195.0% |
| 10Y | +7,445.8% | +530.2% | +6,915.6% | +2,206.3% |
| All | +433,969.0% | +3,567.4% | +430,401.6% | +49,788.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling