+7,836.4%
NVDA vs MMM
+73.3%
+7,763.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.4% | -0.6% | -1.3% |
| 7D | -12.7% | -0.8% | -11.9% | -12.4% |
| 30D | -26.4% | +11.7% | -38.1% | -31.0% |
| 3M | -27.6% | +1.0% | -28.6% | -28.6% |
| 6M | -27.7% | +26.0% | -53.8% | -37.1% |
| YTD | -12.5% | +16.3% | -28.8% | -21.1% |
| 1Y | -12.6% | +9.6% | -22.3% | -18.8% |
| 3Y | +235.9% | +157.3% | +78.6% | +76.0% |
| 5Y | +438.2% | +42.5% | +395.7% | +321.2% |
| All | +7,836.4% | +73.3% | +7,763.2% | +6,366.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MMM.
Daily Out/Under-Performance
Portfolio return minus MMM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MMM 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 MMM 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