+14,551.4%
NVDA vs MET
+248.0%
+14,303.4%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.1% | -3.4% | -2.8% |
| 7D | -4.3% | -2.5% | -1.8% | -3.2% |
| 30D | +0.5% | 0.0% | +0.5% | +0.4% |
| 3M | +9.1% | +13.1% | -4.0% | +1.9% |
| 6M | +18.5% | +39.0% | -20.5% | -0.6% |
| YTD | +17.4% | +25.2% | -7.8% | +3.4% |
| 1Y | +23.4% | +25.6% | -2.2% | +8.1% |
| 3Y | +380.6% | +67.1% | +313.5% | +254.1% |
| 5Y | +875.7% | +85.1% | +790.6% | +585.9% |
| All | +14,551.4% | +248.0% | +14,303.4% | +7,298.6% |
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