+613,227.2%
NVDA vs MAR
+2,816.4%
+610,410.8%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.8% |
| 7D | +5.9% | -4.2% | +10.0% | +8.3% |
| 30D | +5.1% | -6.7% | +11.8% | +9.0% |
| 3M | +5.4% | -12.5% | +17.8% | +12.4% |
| 6M | +26.0% | +0.6% | +25.4% | +24.0% |
| YTD | +23.7% | +9.1% | +14.6% | +15.5% |
| 1Y | +34.4% | +26.2% | +8.2% | +14.3% |
| 3Y | +375.8% | +68.2% | +307.7% | +242.2% |
| 5Y | +911.8% | +163.9% | +747.8% | +476.9% |
| 10Y | +14,899.8% | +420.6% | +14,479.2% | +5,006.3% |
| All | +613,227.2% | +2,816.4% | +610,410.8% | +80,207.0% |
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