+40.4%
MXL vs NVMI
+261.9%
-221.5%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +1.6% | +6.0% | +6.3% |
| 7D | +18.9% | -0.1% | +18.9% | +19.0% |
| 30D | +0.3% | -8.4% | +8.7% | +8.6% |
| 3M | -8.0% | -33.6% | +25.5% | +32.5% |
| 6M | +341.2% | -14.7% | +355.9% | +425.2% |
| YTD | +327.8% | +13.2% | +314.6% | +306.9% |
| 1Y | +364.9% | +29.0% | +335.9% | +299.7% |
| 3Y | +229.2% | +215.0% | +14.2% | +20.7% |
| All | +40.4% | +261.9% | -221.5% | -53.8% |
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