+945.7%
MKC vs NVMI
+1,965.6%
-1,019.9%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.6% | -1.1% | +0.4% |
| 7D | -1.5% | -0.1% | -1.4% | -1.5% |
| 30D | -3.1% | -8.4% | +5.3% | -3.0% |
| 3M | +5.2% | -33.6% | +38.8% | +6.0% |
| 6M | -12.8% | -14.7% | +1.9% | -12.8% |
| YTD | -23.3% | +13.2% | -36.5% | -23.9% |
| 1Y | -24.1% | +29.0% | -53.1% | -25.0% |
| 3Y | -32.1% | +215.0% | -247.1% | -35.0% |
| 5Y | -32.8% | +268.6% | -301.4% | -36.3% |
| 10Y | +29.9% | +3,124.7% | -3,094.9% | +16.4% |
| All | +945.7% | +1,965.6% | -1,019.9% | +781.8% |
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 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