+270.8%
MXL vs NVMI
+6,628.5%
-6,357.7%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.1% | -0.9% | -1.8% |
| 7D | +16.6% | +3.8% | +12.9% | +14.1% |
| 30D | +0.5% | -7.6% | +8.0% | +6.3% |
| 3M | -3.6% | -28.0% | +24.4% | +22.6% |
| 6M | +328.0% | -15.3% | +343.3% | +395.7% |
| YTD | +297.8% | +11.5% | +286.4% | +291.0% |
| 1Y | +339.4% | +31.6% | +307.8% | +293.5% |
| 3Y | +201.7% | +207.0% | -5.2% | +62.3% |
| 5Y | +32.8% | +262.8% | -230.1% | -33.1% |
| 10Y | +274.8% | +3,074.6% | -2,799.8% | -16.0% |
| All | +270.8% | +6,628.5% | -6,357.7% | -40.0% |
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 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