+416.1%
MOD vs NVMI
+1,639.9%
-1,223.8%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +11.7% | -6.0% | +3.3% |
| 7D | -25.5% | +0.3% | -25.8% | -25.5% |
| 30D | -49.0% | -17.1% | -31.9% | -46.8% |
| 3M | -49.8% | -17.9% | -31.9% | -47.5% |
| 6M | -64.8% | -41.4% | -23.4% | -60.4% |
| YTD | -27.6% | -4.6% | -23.0% | -25.8% |
| 1Y | -35.2% | -0.3% | -34.9% | -33.9% |
| 3Y | +137.1% | +214.5% | -77.3% | +98.3% |
| 5Y | +760.3% | +148.5% | +611.8% | +643.1% |
| 10Y | +938.8% | +2,435.9% | -1,497.1% | +533.1% |
| All | +416.1% | +1,639.9% | -1,223.8% | +117.3% |
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