-32.6%
MOD vs NVMI
-11.6%
-21.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.4% | -2.4% | -19.0% | -19.6% |
| 7D | -31.3% | -11.8% | -19.6% | -24.1% |
| 30D | -46.1% | -24.8% | -21.3% | -32.8% |
| 3M | -51.1% | -28.6% | -22.6% | -37.0% |
| 6M | -62.1% | -40.0% | -22.1% | -45.3% |
| YTD | -26.2% | -10.1% | -16.1% | -23.2% |
| 1Y | -32.6% | -9.8% | -22.8% | -29.6% |
| All | -32.6% | -11.6% | -21.0% | -29.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling