+23.2%
MCD vs NVO
-18.5%
+41.6%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.0% | -3.6% | -2.7% |
| 7D | -1.9% | -2.6% | +0.6% | -1.8% |
| 30D | +16.6% | +6.5% | +10.1% | +16.2% |
| 3M | +0.9% | -11.8% | +12.7% | +1.5% |
| 6M | +1.5% | -10.3% | +11.8% | +1.9% |
| YTD | -8.3% | -15.2% | +6.9% | -8.1% |
| 1Y | -8.1% | -12.2% | +4.1% | -8.1% |
| 3Y | +10.3% | -55.7% | +66.0% | +13.0% |
| All | +23.2% | -18.5% | +41.6% | +12.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling