+5,943.1%
NVDA vs MGY
+210.4%
+5,732.7%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | -0.1% |
| 7D | -5.1% | +3.5% | -8.7% | -5.9% |
| 30D | -2.5% | +5.3% | -7.8% | -3.8% |
| 3M | +6.7% | +2.6% | +4.0% | +5.4% |
| 6M | +17.6% | -3.3% | +20.9% | +17.0% |
| YTD | +17.3% | +29.2% | -11.9% | +8.2% |
| 1Y | +23.5% | +18.0% | +5.5% | +16.1% |
| 3Y | +384.6% | +30.0% | +354.6% | +339.2% |
| 5Y | +875.4% | +92.7% | +782.7% | +691.7% |
| All | +5,943.1% | +210.4% | +5,732.7% | +4,637.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MGY.
Daily Out/Under-Performance
Portfolio return minus MGY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MGY 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 MGY 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