+177.5%
MCD vs NVMI
+3,108.0%
-2,930.5%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.1% | +1.9% | 0.0% |
| 7D | -2.5% | +3.8% | -6.3% | -2.8% |
| 30D | -7.0% | -7.6% | +0.5% | -6.6% |
| 3M | -9.8% | -28.0% | +18.2% | -8.0% |
| 6M | -21.8% | -15.3% | -6.5% | -21.8% |
| YTD | -15.6% | +11.5% | -27.0% | -18.2% |
| 1Y | -15.2% | +31.6% | -46.8% | -19.5% |
| 3Y | -2.6% | +207.0% | -209.5% | -21.2% |
| 5Y | +18.9% | +262.8% | -244.0% | -9.4% |
| All | +177.5% | +3,108.0% | -2,930.5% | +62.3% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling