+1,010.1%
MDB vs NVMI
+1,180.5%
-170.4%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.3% | -4.8% | -4.1% |
| 7D | -18.0% | +11.7% | -29.7% | -22.5% |
| 30D | -10.7% | -4.0% | -6.7% | -9.7% |
| 3M | +1.0% | -25.8% | +26.7% | +11.3% |
| 6M | +31.6% | -8.3% | +39.9% | +23.9% |
| YTD | -15.2% | +14.8% | -30.0% | -30.5% |
| 1Y | +10.1% | +37.9% | -27.7% | -19.7% |
| 3Y | -5.6% | +216.3% | -221.9% | -64.0% |
| 5Y | -24.5% | +277.2% | -301.7% | -73.8% |
| All | +1,010.1% | +1,180.5% | -170.4% | +96.9% |
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 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