+850.0%
MMM vs NVMI
+1,665.9%
-815.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.0% | +2.0% | -0.8% |
| 7D | -0.4% | +1.5% | -1.9% | -0.5% |
| 30D | +12.1% | -4.1% | +16.2% | +12.3% |
| 3M | +1.4% | -22.8% | +24.2% | +2.9% |
| 6M | +26.6% | -36.9% | +63.5% | +29.6% |
| YTD | +16.8% | -3.2% | +20.0% | +15.9% |
| 1Y | +10.1% | +7.1% | +3.0% | +8.4% |
| 3Y | +158.4% | +181.5% | -23.1% | +135.6% |
| 5Y | +43.1% | +141.2% | -98.1% | +30.6% |
| 10Y | +74.2% | +2,463.4% | -2,389.2% | +38.2% |
| All | +850.0% | +1,665.9% | -815.9% | +557.4% |
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