+287.6%
MP vs NVMI
+575.7%
-288.1%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -3.0% | +6.5% | +4.9% |
| 7D | +9.5% | +1.5% | +8.0% | +8.5% |
| 30D | -3.0% | -4.1% | +1.1% | -1.3% |
| 3M | -30.4% | -22.8% | -7.6% | -21.9% |
| 6M | -39.2% | -36.9% | -2.3% | -26.6% |
| YTD | -23.3% | -3.2% | -20.1% | -25.6% |
| 1Y | -32.6% | +7.1% | -39.7% | -37.8% |
| 3Y | +159.3% | +181.5% | -22.2% | +17.0% |
| 5Y | -16.4% | +141.2% | -157.7% | -60.4% |
| All | +287.6% | +575.7% | -288.1% | +26.5% |
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