+37.0%
MDT vs NVMI
+3,158.6%
-3,121.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.6% | -2.3% | -0.9% |
| 7D | -3.4% | -0.1% | -3.3% | -3.4% |
| 30D | +0.2% | -8.4% | +8.6% | +1.1% |
| 3M | +14.3% | -33.6% | +47.8% | +19.0% |
| 6M | +4.0% | -14.7% | +18.7% | +3.8% |
| YTD | -3.7% | +13.2% | -16.9% | -8.1% |
| 1Y | -0.4% | +29.0% | -29.4% | -7.4% |
| 3Y | +23.3% | +215.0% | -191.7% | -7.5% |
| 5Y | -18.9% | +268.6% | -287.4% | -43.3% |
| All | +37.0% | +3,158.6% | -3,121.6% | -40.3% |
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