+1,202.7%
MCD vs NVMI
+1,967.2%
-764.5%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +5.5% | -7.0% | -1.7% |
| 7D | -2.8% | +6.6% | -9.4% | -3.1% |
| 30D | -6.0% | -7.5% | +1.5% | -5.8% |
| 3M | -5.6% | -28.5% | +22.9% | -4.6% |
| 6M | -21.9% | -15.7% | -6.1% | -21.8% |
| YTD | -14.7% | +13.3% | -28.0% | -15.8% |
| 1Y | -17.3% | +48.3% | -65.5% | -19.4% |
| 3Y | -2.2% | +191.2% | -193.4% | -8.7% |
| 5Y | +20.3% | +268.7% | -248.4% | +10.3% |
| 10Y | +180.7% | +3,034.8% | -2,854.1% | +136.0% |
| All | +1,202.7% | +1,967.2% | -764.5% | +876.7% |
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