+51.2%
MMM vs NVMI
+3,108.0%
-3,056.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.1% | +1.2% | -0.6% |
| 7D | -3.2% | +3.8% | -7.0% | -3.8% |
| 30D | -10.7% | -7.6% | -3.1% | -9.7% |
| 3M | +4.3% | -28.0% | +32.3% | +8.8% |
| 6M | +5.9% | -15.3% | +21.2% | +6.7% |
| YTD | +3.2% | +11.5% | -8.3% | -1.4% |
| 1Y | +8.0% | +31.6% | -23.6% | -0.3% |
| 3Y | +99.1% | +207.0% | -107.9% | +50.1% |
| 5Y | +25.7% | +262.8% | -237.1% | -11.1% |
| All | +51.2% | +3,108.0% | -3,056.8% | -26.2% |
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