+1,520.5%
MOD vs NVMI
+3,055.7%
-1,535.3%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.3% | -2.5% | -1.9% |
| 7D | +6.3% | +11.7% | -5.4% | +0.3% |
| 30D | -1.7% | -4.0% | +2.4% | +0.5% |
| 3M | -30.1% | -25.8% | -4.4% | -18.4% |
| 6M | +2.7% | -8.3% | +11.0% | +8.4% |
| YTD | +44.1% | +14.8% | +29.2% | +35.4% |
| 1Y | +38.7% | +37.9% | +0.9% | +19.6% |
| 3Y | +309.8% | +216.3% | +93.5% | +136.0% |
| 5Y | +1,569.7% | +277.2% | +1,292.5% | +758.9% |
| 10Y | +1,520.5% | +3,074.3% | -1,553.9% | +261.9% |
| All | +1,520.5% | +3,055.7% | -1,535.3% | +261.9% |
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