+581,741.6%
NVDA vs MTCH
+919.3%
+580,822.3%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.4% | -0.6% |
| 7D | -5.1% | +1.3% | -6.4% | -5.7% |
| 30D | -2.5% | +15.9% | -18.4% | -9.0% |
| 3M | +6.7% | +23.3% | -16.6% | -4.0% |
| 6M | +17.6% | +40.1% | -22.5% | -0.5% |
| YTD | +17.3% | +33.6% | -16.3% | +0.7% |
| 1Y | +23.5% | +14.1% | +9.4% | +13.1% |
| 3Y | +384.6% | +1.4% | +383.2% | +334.6% |
| 5Y | +875.4% | -73.1% | +948.5% | +1,444.8% |
| 10Y | +14,849.4% | +204.8% | +14,644.6% | +6,346.8% |
| All | +581,741.6% | +919.3% | +580,822.3% | +125,482.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling