+19.4%
MCD vs NVO
-0.6%
+20.0%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.4% | -0.8% |
| 7D | -2.9% | -4.7% | +1.9% | -2.6% |
| 30D | -6.7% | -5.4% | -1.3% | -6.5% |
| 3M | -9.6% | +7.0% | -16.5% | -9.9% |
| 6M | -22.3% | +17.6% | -39.9% | -23.1% |
| YTD | -15.4% | -8.0% | -7.4% | -15.5% |
| 1Y | -16.8% | -13.8% | -3.0% | -16.7% |
| 3Y | -2.4% | -50.3% | +47.9% | -1.0% |
| 5Y | +19.4% | +0.7% | +18.7% | +7.4% |
| All | +19.4% | -0.6% | +20.0% | +7.4% |
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