-3.1%
MU vs NVMI
-36.3%
+33.2%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.0% | +0.5% | +0.4% |
| 7D | +12.8% | +1.5% | +11.3% | +11.4% |
| 30D | -14.9% | -4.1% | -10.8% | -10.8% |
| 3M | -18.0% | -22.8% | +4.7% | +4.8% |
| 6M | -3.1% | -36.9% | +33.8% | +53.6% |
| All | -3.1% | -36.3% | +33.2% | +53.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling