+1,213.1%
MET vs NVMI
+1,995.1%
-781.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.3% | -3.5% | -2.3% |
| 7D | +1.1% | +11.7% | -10.5% | -0.3% |
| 30D | -2.3% | -4.0% | +1.7% | -2.0% |
| 3M | +13.9% | -25.8% | +39.6% | +17.0% |
| 6M | +34.8% | -8.3% | +43.1% | +34.1% |
| YTD | +23.5% | +14.8% | +8.7% | +19.0% |
| 1Y | +23.4% | +37.9% | -14.5% | +15.7% |
| 3Y | +64.9% | +216.3% | -151.4% | +35.3% |
| 5Y | +82.0% | +277.2% | -195.1% | +43.7% |
| 10Y | +244.4% | +3,074.3% | -2,830.0% | +109.2% |
| All | +1,213.1% | +1,995.1% | -781.9% | +477.7% |
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