+14,546.7%
NVDA vs MXL
+313.4%
+14,233.3%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +7.5% | -7.6% | -2.4% |
| 7D | -5.1% | +18.9% | -24.0% | -10.4% |
| 30D | -2.5% | +0.3% | -2.8% | -3.8% |
| 3M | +6.7% | -8.0% | +14.7% | +1.7% |
| 6M | +17.6% | +341.2% | -323.6% | -47.8% |
| YTD | +17.3% | +327.8% | -310.5% | -47.9% |
| 1Y | +23.5% | +364.9% | -341.4% | -48.4% |
| 3Y | +384.6% | +229.2% | +155.4% | +90.1% |
| 5Y | +875.4% | +42.8% | +832.6% | +452.3% |
| All | +14,546.7% | +313.4% | +14,233.3% | +4,281.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL 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 MXL 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