-14.0%
MP vs NVMI
+38.3%
-52.3%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.9% | -1.1% | -1.5% |
| 7D | -0.7% | +6.9% | -7.7% | -4.0% |
| 30D | -0.7% | -2.8% | +2.2% | +0.5% |
| 3M | 0.0% | -27.3% | +27.3% | +14.0% |
| 6M | -10.0% | -13.7% | +3.7% | -8.2% |
| YTD | +7.5% | +13.8% | -6.4% | -6.0% |
| 1Y | -14.0% | +34.9% | -48.9% | -31.2% |
| All | -14.0% | +38.3% | -52.3% | -31.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling