+19.4%
MCD vs NVMI
+274.3%
-255.0%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.9% |
| 7D | -2.9% | +6.9% | -9.8% | -2.9% |
| 30D | -6.7% | -2.8% | -3.9% | -6.7% |
| 3M | -9.6% | -27.3% | +17.8% | -9.4% |
| 6M | -22.3% | -13.7% | -8.6% | -22.5% |
| YTD | -15.4% | +13.8% | -29.3% | -16.4% |
| 1Y | -16.8% | +34.9% | -51.7% | -18.3% |
| 3Y | -2.4% | +213.5% | -215.9% | -12.5% |
| 5Y | +19.4% | +272.5% | -253.1% | +2.0% |
| All | +19.4% | +274.3% | -255.0% | +2.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling