+20.2%
MRSH vs NVMI
+261.9%
-241.7%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.8% | -0.3% |
| 7D | -4.8% | -0.1% | -4.7% | -4.8% |
| 30D | -6.3% | -8.4% | +2.1% | -6.1% |
| 3M | +5.8% | -33.6% | +39.4% | +7.2% |
| 6M | +2.8% | -14.7% | +17.5% | +1.9% |
| YTD | -3.1% | +13.2% | -16.3% | -6.5% |
| 1Y | -11.3% | +29.0% | -40.3% | -15.7% |
| 3Y | -5.0% | +215.0% | -220.0% | -25.6% |
| All | +20.2% | +261.9% | -241.7% | -10.8% |
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