+117.2%
MPC vs NVMI
-11.6%
+128.8%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -2.4% | -5.7% | -8.2% |
| 7D | -10.9% | -11.8% | +0.9% | -11.4% |
| 30D | -9.4% | -24.8% | +15.4% | -10.3% |
| 3M | +26.0% | -28.6% | +54.5% | +24.7% |
| 6M | +56.5% | -40.0% | +96.5% | +53.7% |
| YTD | +144.3% | -10.1% | +154.3% | +134.3% |
| 1Y | +117.2% | -9.8% | +127.0% | +109.4% |
| All | +117.2% | -11.6% | +128.8% | +109.4% |
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