+210.4%
MGY vs NVMI
+1,486.2%
-1,275.8%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.6% | -1.4% | -0.2% |
| 7D | +3.5% | -0.1% | +3.6% | +3.6% |
| 30D | +5.3% | -8.4% | +13.7% | +7.1% |
| 3M | +2.6% | -33.6% | +36.2% | +10.9% |
| 6M | -3.3% | -14.7% | +11.4% | -3.9% |
| YTD | +29.2% | +13.2% | +16.0% | +17.8% |
| 1Y | +18.0% | +29.0% | -11.0% | +2.7% |
| 3Y | +30.0% | +215.0% | -185.0% | -21.2% |
| 5Y | +92.7% | +268.6% | -175.9% | +4.8% |
| All | +210.4% | +1,486.2% | -1,275.8% | +6.4% |
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