+889.8%
NVDA vs MKC
-33.0%
+922.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.5% | 0.0% |
| 7D | -5.1% | -1.5% | -3.7% | -5.3% |
| 30D | -2.5% | -3.1% | +0.6% | -2.8% |
| 3M | +6.7% | +5.2% | +1.5% | +7.3% |
| 6M | +17.6% | -12.8% | +30.4% | +17.1% |
| YTD | +17.3% | -23.3% | +40.6% | +16.1% |
| 1Y | +23.5% | -24.1% | +47.6% | +22.3% |
| 3Y | +384.6% | -32.1% | +416.7% | +390.3% |
| All | +889.8% | -33.0% | +922.8% | +1,033.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling