+445.3%
MP vs NVMI
+691.0%
-245.7%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +5.5% | -4.1% | -1.3% |
| 7D | -2.9% | +6.6% | -9.5% | -5.9% |
| 30D | +13.8% | -7.5% | +21.3% | +17.8% |
| 3M | -16.7% | -28.5% | +11.8% | -3.5% |
| 6M | -11.5% | -15.7% | +4.3% | -6.9% |
| YTD | +7.9% | +13.3% | -5.4% | -2.2% |
| 1Y | -15.0% | +48.3% | -63.3% | -33.3% |
| 3Y | +153.5% | +191.2% | -37.7% | +14.9% |
| 5Y | +58.7% | +268.7% | -210.0% | -39.5% |
| All | +445.3% | +691.0% | -245.7% | +66.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling