+3,215.7%
MPC vs NVMI
+3,175.2%
+40.5%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +4.6% | -1.2% | +2.3% |
| 7D | +2.6% | +15.3% | -12.7% | -1.1% |
| 30D | -12.2% | +0.1% | -12.3% | -12.6% |
| 3M | +20.1% | -14.0% | +34.0% | +23.2% |
| 6M | +60.6% | -35.2% | +95.8% | +72.5% |
| YTD | +150.6% | +3.7% | +146.9% | +131.6% |
| 1Y | +104.7% | +10.3% | +94.4% | +85.0% |
| 3Y | +194.5% | +204.8% | -10.3% | +77.5% |
| 5Y | +582.3% | +158.9% | +423.4% | +311.4% |
| 10Y | +1,135.3% | +2,646.9% | -1,511.7% | +210.8% |
| All | +3,215.7% | +3,175.2% | +40.5% | +620.1% |
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