+2,302.1%
MULL vs NVMI
+84.0%
+2,218.1%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.6% | -2.8% | -3.8% |
| 7D | -8.4% | -0.1% | -8.3% | -8.3% |
| 30D | +9.7% | -8.4% | +18.1% | +28.3% |
| 3M | -26.8% | -33.6% | +6.8% | +66.9% |
| 6M | +220.7% | -14.7% | +235.4% | +429.6% |
| YTD | +509.0% | +13.2% | +495.8% | +575.4% |
| 1Y | +1,739.5% | +29.0% | +1,710.5% | +1,688.4% |
| All | +2,302.1% | +84.0% | +2,218.1% | +1,390.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling