+73.9%
MUB vs NVMI
+15,229.7%
-15,155.8%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.4% | 0.0% |
| 7D | -0.3% | +11.7% | -12.0% | -0.3% |
| 30D | -1.5% | -4.0% | +2.5% | -1.5% |
| 3M | -1.9% | -25.8% | +23.8% | -1.8% |
| 6M | -1.7% | -8.3% | +6.6% | -1.7% |
| YTD | -0.8% | +14.8% | -15.6% | -0.9% |
| 1Y | +1.5% | +37.9% | -36.4% | +1.3% |
| 3Y | +8.8% | +216.3% | -207.5% | +8.1% |
| 5Y | +2.0% | +277.2% | -275.2% | +1.2% |
| 10Y | +18.0% | +3,074.3% | -3,056.4% | +16.7% |
| All | +73.9% | +15,229.7% | -15,155.8% | +71.6% |
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 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