+1,569.7%
MOD vs NVMI
+265.1%
+1,304.6%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.3% | -2.5% | -2.0% |
| 7D | +6.3% | +11.7% | -5.4% | -0.6% |
| 30D | -1.7% | -4.0% | +2.4% | +0.8% |
| 3M | -30.1% | -25.8% | -4.4% | -16.8% |
| 6M | +2.7% | -8.3% | +11.0% | +8.8% |
| YTD | +44.1% | +14.8% | +29.2% | +33.4% |
| 1Y | +38.7% | +37.9% | +0.9% | +16.2% |
| 3Y | +309.8% | +216.3% | +93.5% | +112.5% |
| 5Y | +1,569.7% | +277.2% | +1,292.5% | +695.1% |
| All | +1,569.7% | +265.1% | +1,304.6% | +695.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling