+549.2%
MPC vs NVMI
+156.9%
+392.3%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +6.4% | -1.8% | +3.9% |
| 7D | -9.4% | +9.6% | -19.0% | -10.4% |
| 30D | -14.3% | -5.6% | -8.7% | -13.9% |
| 3M | +31.1% | -15.2% | +46.3% | +32.9% |
| 6M | +60.3% | -36.1% | +96.3% | +66.2% |
| YTD | +142.5% | +1.5% | +141.0% | +131.4% |
| 1Y | +104.6% | +8.3% | +96.2% | +92.7% |
| 3Y | +191.7% | +212.6% | -20.9% | +115.8% |
| 5Y | +549.2% | +158.4% | +390.8% | +367.9% |
| All | +549.2% | +156.9% | +392.3% | +367.9% |
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