+235.9%
NVDA vs MKC
-21.4%
+257.4%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.2% | -3.2% | -1.6% |
| 7D | -12.7% | -3.0% | -9.8% | -13.7% |
| 30D | -26.4% | +4.8% | -31.2% | -25.0% |
| 3M | -27.6% | -12.8% | -14.8% | -30.4% |
| 6M | -27.7% | +5.0% | -32.7% | -25.9% |
| YTD | -12.5% | -29.1% | +16.6% | -20.3% |
| 1Y | -12.6% | -26.4% | +13.8% | -19.3% |
| 3Y | +235.9% | -21.6% | +257.6% | +238.9% |
| All | +235.9% | -21.4% | +257.4% | +238.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 3y: compounded portfolio wealth divided by compounded MKC 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…
3y analysis · Full analysis span regression · 6 months rolling