+297.0%
MXL vs NVMI
-11.6%
+308.6%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | -2.4% | -8.7% | -8.5% |
| 7D | -24.3% | -11.8% | -12.6% | -13.2% |
| 30D | -46.1% | -24.8% | -21.3% | -25.8% |
| 3M | -21.8% | -28.6% | +6.7% | +15.2% |
| 6M | -27.2% | -40.0% | +12.8% | +28.1% |
| YTD | +226.2% | -10.1% | +236.2% | +358.0% |
| 1Y | +297.0% | -9.8% | +306.7% | +456.1% |
| All | +297.0% | -11.6% | +308.6% | +456.1% |
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 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