+172.7%
MDY vs NVMI
+3,158.6%
-2,985.9%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.6% | -0.8% | +0.4% |
| 7D | -1.9% | -0.1% | -1.8% | -1.8% |
| 30D | -4.6% | -8.4% | +3.8% | -2.7% |
| 3M | -1.2% | -33.6% | +32.3% | +8.3% |
| 6M | +9.2% | -14.7% | +23.9% | +10.7% |
| YTD | +13.1% | +13.2% | -0.2% | +5.3% |
| 1Y | +13.0% | +29.0% | -16.0% | +0.6% |
| 3Y | +49.2% | +215.0% | -165.8% | -5.4% |
| 5Y | +47.2% | +268.6% | -221.3% | -14.7% |
| All | +172.7% | +3,158.6% | -2,985.9% | -6.3% |
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