+10,058.2%
NVDA vs MLM
+149.0%
+9,909.3%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.5% | -5.0% | -5.2% |
| 7D | -18.3% | -2.9% | -15.4% | -17.1% |
| 30D | -26.3% | +10.4% | -36.8% | -30.2% |
| 3M | -22.3% | -3.7% | -18.6% | -21.3% |
| 6M | -21.3% | -10.3% | -11.1% | -18.4% |
| YTD | -9.2% | -14.8% | +5.6% | -4.2% |
| 1Y | -14.9% | -13.9% | -1.1% | -10.8% |
| 3Y | +250.5% | +18.4% | +232.1% | +207.3% |
| 5Y | +475.8% | +31.8% | +444.0% | +377.3% |
| 10Y | +10,058.2% | +143.4% | +9,914.8% | +5,547.0% |
| All | +10,058.2% | +149.0% | +9,909.3% | +5,547.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 MLM 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