+170.1%
MTB vs NVMI
+3,158.6%
-2,988.5%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.6% | -1.2% | 0.0% |
| 7D | 0.0% | -0.1% | +0.1% | 0.0% |
| 30D | -4.8% | -8.4% | +3.6% | -3.4% |
| 3M | +6.0% | -33.6% | +39.5% | +13.1% |
| 6M | +19.6% | -14.7% | +34.3% | +20.2% |
| YTD | +21.5% | +13.2% | +8.3% | +14.5% |
| 1Y | +24.7% | +29.0% | -4.3% | +13.4% |
| 3Y | +108.6% | +215.0% | -106.4% | +46.3% |
| 5Y | +106.7% | +268.6% | -161.8% | +34.5% |
| All | +170.1% | +3,158.6% | -2,988.5% | +13.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling