+15.6%
MLM vs NVMI
+183.9%
-168.3%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.0% | +2.3% | -0.4% |
| 7D | -0.9% | +1.5% | -2.4% | -1.1% |
| 30D | +9.0% | -4.1% | +13.1% | +9.3% |
| 3M | -5.6% | -22.8% | +17.2% | -3.2% |
| 6M | -10.7% | -36.9% | +26.2% | -7.1% |
| YTD | -17.2% | -3.2% | -14.0% | -18.8% |
| 1Y | -14.2% | +7.1% | -21.3% | -17.1% |
| 3Y | +15.6% | +181.5% | -165.9% | -13.1% |
| All | +15.6% | +183.9% | -168.3% | -13.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling