+3,240.2%
NVDA vs MDB
+912.7%
+2,327.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.6% | -0.4% | -1.5% |
| 7D | -12.7% | +6.8% | -19.6% | -14.8% |
| 30D | -26.4% | -6.2% | -20.2% | -25.1% |
| 3M | -27.6% | -29.2% | +1.6% | -20.8% |
| 6M | -27.7% | +10.3% | -38.0% | -33.7% |
| YTD | -12.5% | -20.4% | +7.9% | -13.1% |
| 1Y | -12.6% | -4.8% | -7.8% | -19.5% |
| 3Y | +235.9% | -11.6% | +247.5% | +184.1% |
| 5Y | +438.2% | -41.0% | +479.3% | +363.7% |
| All | +3,240.2% | +912.7% | +2,327.5% | +1,037.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling