+889.8%
NVDA vs MO
+99.8%
+789.9%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | 0.0% |
| 7D | -5.1% | +0.1% | -5.3% | -5.1% |
| 30D | -2.5% | +7.1% | -9.6% | -0.9% |
| 3M | +6.7% | -2.0% | +8.6% | +6.7% |
| 6M | +17.6% | +7.3% | +10.3% | +19.8% |
| YTD | +17.3% | +23.5% | -6.1% | +22.1% |
| 1Y | +23.5% | +11.0% | +12.5% | +26.9% |
| 3Y | +384.6% | +95.0% | +289.6% | +400.9% |
| All | +889.8% | +99.8% | +789.9% | +995.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MO.
Daily Out/Under-Performance
Portfolio return minus MO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MO 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 MO 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