+384.6%
NVDA vs MTCH
-0.9%
+385.5%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.4% | -0.2% |
| 7D | -5.1% | +1.3% | -6.4% | -5.3% |
| 30D | -2.5% | +15.9% | -18.4% | -4.7% |
| 3M | +6.7% | +23.3% | -16.6% | +2.7% |
| 6M | +17.6% | +40.1% | -22.5% | +10.7% |
| YTD | +17.3% | +33.6% | -16.3% | +11.2% |
| 1Y | +23.5% | +14.1% | +9.4% | +20.0% |
| 3Y | +384.6% | +1.4% | +383.2% | +349.3% |
| All | +384.6% | -0.9% | +385.5% | +349.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MTCH.
Daily Out/Under-Performance
Portfolio return minus MTCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTCH 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 MTCH 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