+913.8%
NVDA vs MMM
+28.6%
+885.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.4% | -1.8% |
| 7D | +3.8% | -1.6% | +5.4% | +4.5% |
| 30D | +0.8% | -8.0% | +8.8% | +4.2% |
| 3M | +8.2% | +9.4% | -1.2% | +3.9% |
| 6M | +27.1% | +10.2% | +16.9% | +21.3% |
| YTD | +21.2% | +6.1% | +15.1% | +17.1% |
| 1Y | +34.3% | +10.8% | +23.5% | +26.3% |
| 3Y | +396.3% | +104.8% | +291.5% | +241.4% |
| 5Y | +913.8% | +27.0% | +886.8% | +785.1% |
| All | +913.8% | +28.6% | +885.2% | +785.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling