+413.2%
MP vs NVMI
+678.1%
-264.9%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -2.1% | -3.4% | -4.5% |
| 7D | -4.6% | +3.8% | -8.4% | -6.3% |
| 30D | -7.1% | -7.6% | +0.5% | -3.7% |
| 3M | -4.0% | -28.0% | +24.0% | +11.0% |
| 6M | -16.7% | -15.3% | -1.4% | -12.4% |
| YTD | +1.6% | +11.5% | -9.9% | -7.2% |
| 1Y | -17.8% | +31.6% | -49.4% | -31.4% |
| 3Y | +139.6% | +207.0% | -67.4% | +4.6% |
| 5Y | +50.5% | +262.8% | -212.4% | -42.2% |
| All | +413.2% | +678.1% | -264.9% | +57.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling