+68.9%
MP vs NVMI
+265.1%
-196.2%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.3% | +0.2% | +0.9% |
| 7D | +3.0% | +11.7% | -8.7% | -2.3% |
| 30D | +8.3% | -4.0% | +12.4% | +10.2% |
| 3M | -3.8% | -25.8% | +21.9% | +9.2% |
| 6M | -4.9% | -8.3% | +3.4% | -3.9% |
| YTD | +9.6% | +14.8% | -5.2% | -1.1% |
| 1Y | -11.7% | +37.9% | -49.6% | -27.7% |
| 3Y | +158.5% | +216.3% | -57.8% | +9.9% |
| 5Y | +68.9% | +277.2% | -208.3% | -39.2% |
| All | +68.9% | +265.1% | -196.2% | -39.2% |
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 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