+3,101.0%
MPC vs NVMI
+3,477.9%
-376.9%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +5.5% | -5.2% | -1.1% |
| 7D | +5.4% | +6.6% | -1.2% | +3.7% |
| 30D | +31.0% | -7.5% | +38.5% | +33.0% |
| 3M | +46.0% | -28.5% | +74.5% | +55.7% |
| 6M | +77.3% | -15.7% | +93.1% | +77.3% |
| YTD | +141.9% | +13.3% | +128.6% | +120.7% |
| 1Y | +120.9% | +48.3% | +72.6% | +84.3% |
| 3Y | +182.7% | +191.2% | -8.6% | +75.0% |
| 5Y | +646.4% | +268.7% | +377.8% | +300.3% |
| 10Y | +1,138.7% | +3,034.8% | -1,896.1% | +203.1% |
| All | +3,101.0% | +3,477.9% | -376.9% | +586.3% |
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