+14,546.7%
NVDA vs MCO
+393.6%
+14,153.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.7% | -1.3% |
| 7D | -5.1% | -3.8% | -1.4% | -2.2% |
| 30D | -2.5% | -0.4% | -2.1% | -2.7% |
| 3M | +6.7% | +7.7% | -1.1% | -1.5% |
| 6M | +17.6% | +7.0% | +10.6% | +8.0% |
| YTD | +17.3% | -6.4% | +23.7% | +18.1% |
| 1Y | +23.5% | -7.6% | +31.1% | +24.1% |
| 3Y | +384.6% | +43.2% | +341.4% | +218.9% |
| 5Y | +875.4% | +29.6% | +845.8% | +609.8% |
| All | +14,546.7% | +393.6% | +14,153.1% | +4,119.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 10y: compounded portfolio wealth divided by compounded MCO 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…
10y analysis · Full analysis span regression · 6 months rolling