+317.5%
MOD vs NVMI
+198.0%
+119.6%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +5.5% | -1.2% | +0.8% |
| 7D | +9.6% | +6.6% | +3.0% | +5.0% |
| 30D | 0.0% | -7.5% | +7.6% | +5.0% |
| 3M | -35.4% | -28.5% | -6.9% | -20.4% |
| 6M | -7.3% | -15.7% | +8.5% | +3.7% |
| YTD | +45.8% | +13.3% | +32.5% | +34.9% |
| 1Y | +43.1% | +48.3% | -5.1% | +12.8% |
| All | +317.5% | +198.0% | +119.6% | +105.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling