-23.2%
NVDA vs MU
-19.1%
-4.2%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1mo.
| Period | Portfolio | MU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +11.9% | -9.0% | -1.3% |
| 7D | -13.2% | +2.0% | -15.2% | -14.2% |
| 30D | -23.2% | -18.0% | -5.3% | -18.3% |
| All | -23.2% | -19.1% | -4.2% | -18.3% |
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 1mo: 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…
1mo analysis · Full analysis span regression · Available span rolling