+444.8%
NVDA vs MKC
-35.5%
+480.3%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.2% | -3.2% | -1.9% |
| 7D | -12.7% | -3.0% | -9.8% | -13.1% |
| 30D | -26.4% | +4.8% | -31.2% | -26.0% |
| 3M | -27.6% | -12.8% | -14.8% | -28.5% |
| 6M | -27.7% | +5.0% | -32.7% | -27.4% |
| YTD | -12.5% | -29.1% | +16.6% | -13.9% |
| 1Y | -12.6% | -26.4% | +13.8% | -13.9% |
| 3Y | +235.9% | -21.6% | +257.6% | +220.0% |
| All | +444.8% | -35.5% | +480.3% | +627.1% |
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