+1,300.1%
MCD vs NVMI
+1,792.3%
-492.3%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +4.6% | -7.2% | -2.8% |
| 7D | -1.9% | +15.3% | -17.3% | -2.5% |
| 30D | +16.6% | +0.1% | +16.5% | +16.5% |
| 3M | +0.9% | -14.0% | +14.9% | +1.3% |
| 6M | +1.5% | -35.2% | +36.7% | +2.6% |
| YTD | -8.3% | +3.7% | -12.0% | -9.3% |
| 1Y | -8.1% | +10.3% | -18.4% | -9.4% |
| 3Y | +10.3% | +204.8% | -194.5% | +2.6% |
| 5Y | +23.4% | +158.9% | -135.4% | +14.8% |
| 10Y | +205.9% | +2,646.9% | -2,441.0% | +158.1% |
| All | +1,300.1% | +1,792.3% | -492.3% | +951.7% |
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