+170.2%
MDT vs NVMI
+1,976.9%
-1,806.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.3% | -0.5% |
| 7D | -0.3% | +6.9% | -7.3% | -0.7% |
| 30D | +2.8% | -2.8% | +5.6% | +2.9% |
| 3M | +13.1% | -27.3% | +40.4% | +14.5% |
| 6M | +2.3% | -13.7% | +16.0% | +2.4% |
| YTD | -2.7% | +13.8% | -16.5% | -4.2% |
| 1Y | +0.9% | +34.9% | -34.0% | -1.8% |
| 3Y | +26.8% | +213.5% | -186.7% | +16.3% |
| 5Y | -19.5% | +272.5% | -291.9% | -27.4% |
| 10Y | +40.6% | +3,142.4% | -3,101.8% | +14.6% |
| All | +170.2% | +1,976.9% | -1,806.8% | +117.8% |
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