+17.3%
MUB vs NVMI
+3,158.6%
-3,141.3%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.6% | -1.1% | +0.4% |
| 7D | -0.8% | -0.1% | -0.7% | -0.8% |
| 30D | -2.4% | -8.4% | +6.0% | -2.3% |
| 3M | -2.8% | -33.6% | +30.7% | -2.3% |
| 6M | -2.2% | -14.7% | +12.4% | -2.1% |
| YTD | -1.6% | +13.2% | -14.8% | -2.0% |
| 1Y | 0.0% | +29.0% | -29.0% | -0.7% |
| 3Y | +7.9% | +215.0% | -207.1% | +4.7% |
| 5Y | +1.2% | +268.6% | -267.3% | -2.6% |
| All | +17.3% | +3,158.6% | -3,141.3% | +7.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling