+965.3%
MOD vs NVMI
+1,967.2%
-1,001.9%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +5.5% | -1.2% | +3.2% |
| 7D | +9.6% | +6.6% | +3.0% | +8.1% |
| 30D | 0.0% | -7.5% | +7.6% | +1.7% |
| 3M | -35.4% | -28.5% | -6.9% | -30.5% |
| 6M | -7.3% | -15.7% | +8.5% | -3.0% |
| YTD | +45.8% | +13.3% | +32.5% | +43.9% |
| 1Y | +43.1% | +48.3% | -5.1% | +34.6% |
| 3Y | +297.7% | +191.2% | +106.4% | +233.2% |
| 5Y | +1,478.8% | +268.7% | +1,210.1% | +1,165.5% |
| 10Y | +1,633.4% | +3,034.8% | -1,401.4% | +910.8% |
| All | +965.3% | +1,967.2% | -1,001.9% | +331.4% |
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