-15.1%
MP vs NVMI
+145.1%
-160.2%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +11.7% | -6.8% | -0.6% |
| 7D | -10.5% | +0.3% | -10.8% | -10.7% |
| 30D | -23.5% | -17.1% | -6.4% | -16.7% |
| 3M | -25.4% | -17.9% | -7.6% | -18.9% |
| 6M | -51.3% | -41.4% | -9.8% | -39.4% |
| YTD | -29.9% | -4.6% | -25.3% | -31.2% |
| 1Y | -31.8% | -0.3% | -31.6% | -34.5% |
| 3Y | +127.0% | +214.5% | -87.5% | -6.2% |
| All | -15.1% | +145.1% | -160.2% | -59.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling