+1,269.0%
MU vs NVMI
+1,665.9%
-396.9%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.0% | +0.5% | -1.8% |
| 7D | +12.8% | +1.5% | +11.3% | +12.5% |
| 30D | -14.9% | -4.1% | -10.8% | -13.6% |
| 3M | -18.0% | -22.8% | +4.7% | -12.3% |
| 6M | -3.1% | -36.9% | +33.8% | +10.2% |
| YTD | +172.9% | -3.2% | +176.1% | +183.8% |
| 1Y | +228.8% | +7.1% | +221.8% | +235.2% |
| 3Y | +950.8% | +181.5% | +769.4% | +783.2% |
| 5Y | +931.3% | +141.2% | +790.1% | +793.5% |
| 10Y | +4,417.7% | +2,463.4% | +1,954.3% | +2,640.5% |
| All | +1,269.0% | +1,665.9% | -396.9% | +449.1% |
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