+242.8%
NVDA vs MPC
+201.9%
+40.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +2.5% | -6.8% | -4.7% |
| 7D | -8.5% | +9.4% | -17.9% | -9.8% |
| 30D | -27.3% | -13.4% | -13.8% | -25.7% |
| 3M | -25.8% | +18.9% | -44.6% | -28.2% |
| 6M | -24.6% | +64.9% | -89.5% | -31.8% |
| YTD | -10.7% | +156.8% | -167.5% | -29.7% |
| 1Y | -14.0% | +113.2% | -127.2% | -28.2% |
| All | +242.8% | +201.9% | +40.9% | +152.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MPC.
Daily Out/Under-Performance
Portfolio return minus MPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MPC 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 3y: compounded portfolio wealth divided by compounded MPC 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…
3y analysis · Full analysis span regression · 6 months rolling