+2,668.1%
MAR vs NVMI
+1,976.9%
+691.2%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.7% | +0.9% |
| 7D | -0.5% | +6.9% | -7.4% | -1.3% |
| 30D | -4.7% | -2.8% | -1.8% | -4.5% |
| 3M | -15.6% | -27.3% | +11.7% | -13.1% |
| 6M | +1.2% | -13.7% | +14.9% | +1.7% |
| YTD | +7.5% | +13.8% | -6.3% | +4.2% |
| 1Y | +26.6% | +34.9% | -8.2% | +19.9% |
| 3Y | +66.0% | +213.5% | -147.6% | +39.6% |
| 5Y | +154.1% | +272.5% | -118.4% | +108.0% |
| 10Y | +441.9% | +3,142.4% | -2,700.6% | +258.8% |
| All | +2,668.1% | +1,976.9% | +691.2% | +1,397.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling