+207.9%
MLM vs NVMI
+3,013.8%
-2,805.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +5.5% | -4.4% | 0.0% |
| 7D | -2.9% | +6.6% | -9.5% | -4.3% |
| 30D | -6.8% | -7.5% | +0.7% | -5.4% |
| 3M | -11.2% | -28.5% | +17.3% | -6.1% |
| 6M | -21.8% | -15.7% | -6.1% | -21.0% |
| YTD | -17.0% | +13.3% | -30.3% | -22.3% |
| 1Y | -16.4% | +48.3% | -64.6% | -27.4% |
| 3Y | +14.5% | +191.2% | -176.8% | -23.2% |
| 5Y | +41.7% | +268.7% | -226.9% | -14.2% |
| All | +207.9% | +3,013.8% | -2,805.9% | +12.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling