+1,687.8%
MU vs NVMI
+1,967.2%
-279.4%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +5.5% | +0.6% | +4.8% |
| 7D | +9.0% | +6.6% | +2.4% | +7.3% |
| 30D | +13.8% | -7.5% | +21.3% | +16.1% |
| 3M | +2.1% | -28.5% | +30.6% | +12.4% |
| 6M | +153.8% | -15.7% | +169.5% | +169.8% |
| YTD | +256.4% | +13.3% | +243.1% | +255.2% |
| 1Y | +719.8% | +48.3% | +671.5% | +674.1% |
| 3Y | +1,360.4% | +191.2% | +1,169.1% | +1,103.8% |
| 5Y | +1,312.4% | +268.7% | +1,043.8% | +1,016.7% |
| 10Y | +6,142.6% | +3,034.8% | +3,107.8% | +3,508.3% |
| All | +1,687.8% | +1,967.2% | -279.4% | +587.4% |
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