+1,064.5%
MOD vs NVMI
+2,494.8%
-1,430.3%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +27.9% | -3.0% | +30.8% | +29.4% |
| 7D | +40.4% | +1.5% | +38.9% | +38.9% |
| 30D | -14.0% | -4.1% | -9.9% | -11.9% |
| 3M | -33.3% | -22.8% | -10.6% | -23.7% |
| 6M | -51.4% | -36.9% | -14.5% | -38.1% |
| YTD | +1.6% | -3.2% | +4.8% | +4.5% |
| 1Y | +5.4% | +7.1% | -1.7% | +3.5% |
| 3Y | +191.0% | +181.5% | +9.5% | +78.8% |
| 5Y | +1,093.1% | +141.2% | +951.9% | +650.5% |
| All | +1,064.5% | +2,494.8% | -1,430.3% | +126.7% |
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 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