-57.4%
MUZ vs NVMI
-34.7%
-22.7%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.9% | +4.6% | -28.5% | -14.3% |
| 7D | -17.7% | +15.3% | -33.0% | +18.4% |
| 30D | +14.5% | +0.1% | +14.4% | +28.6% |
| 3M | -25.7% | -14.0% | -11.8% | -36.1% |
| All | -57.4% | -34.7% | -22.7% | -68.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · Available span rolling