+959.6%
MDY vs NVMI
+1,976.9%
-1,017.4%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -1.0% |
| 7D | -0.8% | +6.9% | -7.7% | -1.5% |
| 30D | -3.9% | -2.8% | -1.0% | -3.6% |
| 3M | 0.0% | -27.3% | +27.3% | +2.9% |
| 6M | +8.5% | -13.7% | +22.2% | +9.3% |
| YTD | +13.2% | +13.8% | -0.6% | +10.5% |
| 1Y | +15.0% | +34.9% | -19.8% | +10.0% |
| 3Y | +49.6% | +213.5% | -164.0% | +28.7% |
| 5Y | +46.0% | +272.5% | -226.5% | +22.6% |
| 10Y | +176.4% | +3,142.4% | -2,966.1% | +92.8% |
| All | +959.6% | +1,976.9% | -1,017.4% | +522.2% |
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