+7,836.4%
NVDA vs MET
+197.3%
+7,639.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.8% | -2.8% | -2.4% |
| 7D | -12.7% | +4.5% | -17.2% | -14.7% |
| 30D | -26.4% | +3.5% | -30.0% | -27.8% |
| 3M | -27.6% | +5.9% | -33.6% | -30.0% |
| 6M | -27.7% | +33.1% | -60.8% | -38.3% |
| YTD | -12.5% | +33.6% | -46.0% | -25.8% |
| 1Y | -12.6% | +32.7% | -45.3% | -25.8% |
| 3Y | +235.9% | +85.0% | +150.9% | +133.0% |
| 5Y | +438.2% | +85.6% | +352.6% | +274.3% |
| All | +7,836.4% | +197.3% | +7,639.1% | +3,867.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MET.
Daily Out/Under-Performance
Portfolio return minus MET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MET 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 MET 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