+768.2%
MMM vs NVMI
+1,967.2%
-1,199.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.5% | -5.4% | -0.2% |
| 7D | -3.3% | +6.6% | -9.9% | -3.7% |
| 30D | -7.0% | -7.5% | +0.5% | -6.6% |
| 3M | +10.8% | -28.5% | +39.3% | +12.9% |
| 6M | +5.8% | -15.7% | +21.5% | +6.3% |
| YTD | +6.8% | +13.3% | -6.5% | +5.0% |
| 1Y | +10.4% | +48.3% | -37.9% | +6.4% |
| 3Y | +104.7% | +191.2% | -86.6% | +86.3% |
| 5Y | +23.6% | +268.7% | -245.1% | +10.0% |
| 10Y | +54.1% | +3,034.8% | -2,980.7% | +21.0% |
| All | +768.2% | +1,967.2% | -1,199.0% | +495.7% |
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