-32.5%
MKC vs NVMI
+261.9%
-294.4%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.6% | -1.1% | +0.5% |
| 7D | -1.5% | -0.1% | -1.4% | -1.5% |
| 30D | -3.1% | -8.4% | +5.3% | -3.3% |
| 3M | +5.2% | -33.6% | +38.8% | +4.4% |
| 6M | -12.8% | -14.7% | +1.9% | -13.2% |
| YTD | -23.3% | +13.2% | -36.5% | -23.6% |
| 1Y | -24.1% | +29.0% | -53.1% | -24.4% |
| 3Y | -32.1% | +215.0% | -247.1% | -33.9% |
| All | -32.5% | +261.9% | -294.4% | -35.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling