+27.5%
MCK vs NVMI
-14.5%
+42.0%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.1% | +5.3% | -0.2% |
| 7D | +9.3% | -16.2% | +25.5% | +7.6% |
| 30D | +16.3% | -28.9% | +45.3% | +13.1% |
| 3M | +22.3% | -30.3% | +52.7% | +19.0% |
| 6M | +34.1% | -45.6% | +79.8% | +28.7% |
| YTD | +31.1% | -14.6% | +45.7% | +23.4% |
| 1Y | +27.5% | -18.1% | +45.6% | +19.5% |
| All | +27.5% | -14.5% | +42.0% | +19.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling