+380.3%
MCO vs NVMI
+3,158.6%
-2,778.4%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.6% | 0.0% | +1.3% |
| 7D | -3.8% | -0.1% | -3.7% | -3.8% |
| 30D | -0.4% | -8.4% | +8.0% | +1.3% |
| 3M | +7.7% | -33.6% | +41.3% | +16.5% |
| 6M | +7.0% | -14.7% | +21.7% | +6.3% |
| YTD | -6.4% | +13.2% | -19.6% | -14.8% |
| 1Y | -7.6% | +29.0% | -36.7% | -20.2% |
| 3Y | +43.2% | +215.0% | -171.8% | -15.0% |
| 5Y | +29.6% | +268.6% | -239.0% | -30.3% |
| All | +380.3% | +3,158.6% | -2,778.4% | +44.5% |
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 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