+4,378.8%
NVDA vs MDB
+1,032.9%
+3,345.9%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +4.3% | -6.6% | -3.7% |
| 7D | -4.3% | -2.8% | -1.6% | -3.5% |
| 30D | +0.5% | -14.9% | +15.4% | +5.1% |
| 3M | +9.1% | +7.3% | +1.7% | +4.1% |
| 6M | +18.5% | +38.2% | -19.7% | +1.7% |
| YTD | +17.4% | -10.9% | +28.3% | +14.2% |
| 1Y | +23.4% | +11.6% | +11.8% | +9.6% |
| 3Y | +380.6% | -0.9% | +381.5% | +295.7% |
| 5Y | +875.7% | -23.5% | +899.2% | +681.2% |
| All | +4,378.8% | +1,032.9% | +3,345.9% | +1,395.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MDB.
Daily Out/Under-Performance
Portfolio return minus MDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDB 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded MDB 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling