0.0%
MUB vs NVMI
-11.6%
+11.5%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.4% | +2.9% | +0.5% |
| 7D | +0.6% | -11.8% | +12.3% | +0.7% |
| 30D | +3.2% | -24.8% | +28.0% | +3.4% |
| 3M | -1.1% | -28.6% | +27.5% | -0.8% |
| 6M | -1.1% | -40.0% | +38.9% | -0.8% |
| YTD | -0.5% | -10.1% | +9.6% | -0.1% |
| 1Y | 0.0% | -9.8% | +9.7% | +0.3% |
| All | 0.0% | -11.6% | +11.5% | +0.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling