+199.5%
MCHP vs NVMI
+3,158.6%
-2,959.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.6% | +2.1% | +2.7% |
| 7D | 0.0% | -0.1% | +0.1% | +0.1% |
| 30D | -6.0% | -8.4% | +2.4% | -1.5% |
| 3M | -19.7% | -33.6% | +13.9% | +1.2% |
| 6M | +14.0% | -14.7% | +28.7% | +22.3% |
| YTD | +18.4% | +13.2% | +5.2% | +5.6% |
| 1Y | +17.1% | +29.0% | -11.9% | -4.4% |
| 3Y | +0.7% | +215.0% | -214.3% | -57.9% |
| 5Y | +5.1% | +268.6% | -263.5% | -61.2% |
| All | +199.5% | +3,158.6% | -2,959.2% | -49.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling