-18.3%
MKC vs NVMI
-11.6%
-6.7%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -2.4% | +7.9% | +5.1% |
| 7D | +9.6% | -11.8% | +21.4% | +8.0% |
| 30D | +12.0% | -24.8% | +36.8% | +8.7% |
| 3M | -2.0% | -28.6% | +26.6% | -5.2% |
| 6M | +7.2% | -40.0% | +47.2% | +2.1% |
| YTD | -23.7% | -10.1% | -13.7% | -24.3% |
| 1Y | -18.3% | -9.8% | -8.6% | -18.9% |
| All | -18.3% | -11.6% | -6.7% | -18.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling