+7,836.4%
NVDA vs MU
+4,392.3%
+3,444.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.5% | +0.5% | -0.7% |
| 7D | -12.7% | +12.8% | -25.5% | -18.6% |
| 30D | -26.4% | -14.9% | -11.6% | -21.2% |
| 3M | -27.6% | -18.0% | -9.6% | -21.8% |
| 6M | -27.7% | -3.1% | -24.6% | -36.1% |
| YTD | -12.5% | +172.9% | -185.4% | -61.8% |
| 1Y | -12.6% | +228.8% | -241.5% | -66.8% |
| 3Y | +235.9% | +950.8% | -714.9% | -47.2% |
| 5Y | +438.2% | +931.3% | -493.0% | -13.7% |
| All | +7,836.4% | +4,392.3% | +3,444.2% | +459.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MU.
Daily Out/Under-Performance
Portfolio return minus MU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MU 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 10y: compounded portfolio wealth divided by compounded MU 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…
10y analysis · Full analysis span regression · 6 months rolling