+193.4%
MCD vs NVO
+220.4%
-27.0%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.4% | -3.0% | -0.9% |
| 7D | -1.6% | +3.3% | -4.9% | -2.0% |
| 30D | +14.1% | +9.2% | +4.9% | +13.1% |
| 3M | +0.6% | -9.8% | +10.4% | +1.6% |
| 6M | 0.0% | -10.4% | +10.5% | +0.9% |
| YTD | -9.3% | -14.1% | +4.8% | -8.8% |
| 1Y | -9.3% | -11.1% | +1.8% | -9.4% |
| 3Y | +8.6% | -54.9% | +63.6% | +14.9% |
| 5Y | +21.9% | -17.4% | +39.3% | +11.5% |
| All | +193.4% | +220.4% | -27.0% | +117.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NVO.
Daily Out/Under-Performance
Portfolio return minus NVO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVO 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 10y: compounded portfolio wealth divided by compounded NVO 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…
10y analysis · Full analysis span regression · 6 months rolling