+433.8%
MAR vs NVMI
+3,158.6%
-2,724.8%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.6% | +0.1% | +1.3% |
| 7D | -0.5% | -0.1% | -0.5% | -0.5% |
| 30D | -5.4% | -8.4% | +3.0% | -3.5% |
| 3M | -15.5% | -33.6% | +18.1% | -7.5% |
| 6M | +3.0% | -14.7% | +17.6% | +3.6% |
| YTD | +8.5% | +13.2% | -4.7% | -0.3% |
| 1Y | +26.0% | +29.0% | -3.1% | +9.9% |
| 3Y | +68.6% | +215.0% | -146.4% | +1.8% |
| 5Y | +157.4% | +268.6% | -111.2% | +41.4% |
| All | +433.8% | +3,158.6% | -2,724.8% | +71.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NVMI.
Daily Out/Under-Performance
Portfolio return minus NVMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVMI 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 NVMI 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