+384.8%
NVDA vs MXL
+200.2%
+184.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.0% | +0.8% | -1.8% |
| 7D | -4.3% | +16.6% | -20.9% | -6.9% |
| 30D | +0.5% | +0.5% | 0.0% | -0.1% |
| 3M | +9.1% | -3.6% | +12.7% | +5.8% |
| 6M | +18.5% | +328.0% | -309.6% | -26.1% |
| YTD | +17.4% | +297.8% | -280.5% | -25.8% |
| 1Y | +23.4% | +339.4% | -316.0% | -25.3% |
| All | +384.8% | +200.2% | +184.6% | +196.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling