+450.6%
MOD vs NVMI
+1,709.4%
-1,258.9%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.3% | -0.6% | -2.4% |
| 7D | -17.8% | +7.6% | -25.4% | -18.9% |
| 30D | -43.2% | -7.7% | -35.5% | -42.0% |
| 3M | -46.0% | -15.4% | -30.7% | -43.9% |
| 6M | -62.2% | -37.5% | -24.7% | -58.0% |
| YTD | -22.8% | -0.8% | -22.0% | -21.4% |
| 1Y | -35.5% | +2.4% | -37.9% | -34.5% |
| 3Y | +128.2% | +191.5% | -63.2% | +93.1% |
| 5Y | +791.6% | +156.3% | +635.3% | +665.4% |
| 10Y | +886.3% | +2,539.4% | -1,653.1% | +496.6% |
| All | +450.6% | +1,709.4% | -1,258.9% | +130.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling