+25.7%
MLM vs NVMI
+145.1%
-119.4%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +11.7% | -13.6% | -3.9% |
| 7D | -4.1% | +0.3% | -4.4% | -4.3% |
| 30D | +8.2% | -17.1% | +25.3% | +11.5% |
| 3M | -3.6% | -17.9% | +14.3% | -0.8% |
| 6M | -15.6% | -41.4% | +25.9% | -8.8% |
| YTD | -16.4% | -4.6% | -11.8% | -19.3% |
| 1Y | -14.3% | -0.3% | -14.1% | -18.3% |
| 3Y | +19.3% | +214.5% | -195.2% | -25.7% |
| All | +25.7% | +145.1% | -119.4% | -20.5% |
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