-26.7%
MDB vs NVMI
+270.8%
-297.5%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.9% | +1.5% | +1.0% |
| 7D | -4.5% | +6.9% | -11.5% | -7.5% |
| 30D | -14.0% | -2.8% | -11.1% | -13.4% |
| 3M | +5.3% | -27.3% | +32.7% | +16.6% |
| 6M | +31.9% | -13.7% | +45.6% | +27.4% |
| YTD | -14.6% | +13.8% | -28.5% | -30.4% |
| 1Y | +8.2% | +34.9% | -26.6% | -21.2% |
| 3Y | -5.0% | +213.5% | -218.5% | -68.7% |
| All | -26.7% | +270.8% | -297.5% | -78.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling