+942.1%
MDB vs NVMI
+979.3%
-37.2%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.0% | +1.3% | -0.3% |
| 7D | +6.8% | +1.5% | +5.3% | +6.0% |
| 30D | -6.2% | -4.1% | -2.1% | -4.4% |
| 3M | -29.2% | -22.8% | -6.5% | -21.7% |
| 6M | +10.3% | -36.9% | +47.2% | +26.6% |
| YTD | -20.4% | -3.2% | -17.2% | -30.2% |
| 1Y | -4.8% | +7.1% | -11.9% | -21.2% |
| 3Y | -11.6% | +181.5% | -193.1% | -65.0% |
| 5Y | -41.0% | +141.2% | -182.2% | -74.5% |
| All | +942.1% | +979.3% | -37.2% | +97.9% |
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