-1.7%
MCD vs NVO
-49.6%
+47.9%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.1% | +3.1% | +0.1% |
| 7D | -2.0% | +0.1% | -2.1% | -2.0% |
| 30D | -6.1% | -3.2% | -2.9% | -6.1% |
| 3M | -7.3% | +11.5% | -18.8% | -7.4% |
| 6M | -20.9% | +22.9% | -43.8% | -21.3% |
| YTD | -14.7% | -6.8% | -7.8% | -14.7% |
| 1Y | -16.1% | -12.6% | -3.5% | -16.2% |
| All | -1.7% | -49.6% | +47.9% | -3.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling