+5,079.4%
MCK vs NVMI
+1,965.6%
+3,113.8%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.5% | 0.0% |
| 7D | -2.9% | -0.1% | -2.8% | -2.9% |
| 30D | +0.4% | -8.4% | +8.8% | +0.8% |
| 3M | +12.1% | -33.6% | +45.7% | +13.8% |
| 6M | -5.4% | -14.7% | +9.2% | -5.5% |
| YTD | +7.8% | +13.2% | -5.4% | +6.2% |
| 1Y | +22.9% | +29.0% | -6.1% | +20.2% |
| 3Y | +110.7% | +215.0% | -104.3% | +93.9% |
| 5Y | +346.2% | +268.6% | +77.6% | +303.3% |
| 10Y | +440.1% | +3,124.7% | -2,684.6% | +337.7% |
| All | +5,079.4% | +1,965.6% | +3,113.8% | +3,793.4% |
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