+953.3%
MTB vs NVMI
+1,965.6%
-1,012.3%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.6% | -1.2% | +0.2% |
| 7D | 0.0% | -0.1% | +0.1% | 0.0% |
| 30D | -4.8% | -8.4% | +3.6% | -4.2% |
| 3M | +6.0% | -33.6% | +39.5% | +9.1% |
| 6M | +19.6% | -14.7% | +34.3% | +20.1% |
| YTD | +21.5% | +13.2% | +8.3% | +18.9% |
| 1Y | +24.7% | +29.0% | -4.3% | +20.3% |
| 3Y | +108.6% | +215.0% | -106.4% | +83.7% |
| 5Y | +106.7% | +268.6% | -161.8% | +78.1% |
| 10Y | +172.5% | +3,124.7% | -2,952.2% | +99.7% |
| All | +953.3% | +1,965.6% | -1,012.3% | +529.1% |
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