+1,029.4%
MDB vs NVMI
+1,162.5%
-133.1%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.6% | -4.7% | -3.8% |
| 7D | -1.8% | -0.1% | -1.7% | -1.9% |
| 30D | -17.3% | -8.4% | -8.9% | -14.5% |
| 3M | +2.2% | -33.6% | +35.8% | +19.2% |
| 6M | +33.9% | -14.7% | +48.5% | +30.8% |
| YTD | -13.7% | +13.2% | -26.9% | -28.9% |
| 1Y | +9.1% | +29.0% | -19.9% | -17.6% |
| 3Y | -8.1% | +215.0% | -223.1% | -65.0% |
| 5Y | -25.9% | +268.6% | -294.5% | -74.0% |
| All | +1,029.4% | +1,162.5% | -133.1% | +101.5% |
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