+6,367.0%
MCD vs NVO
+30,081.1%
-23,714.1%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.4% | -3.0% | -0.9% |
| 7D | -1.6% | +3.3% | -4.9% | -2.1% |
| 30D | +14.1% | +9.2% | +4.9% | +12.9% |
| 3M | +0.6% | -9.8% | +10.4% | +1.8% |
| 6M | 0.0% | -10.4% | +10.5% | +1.0% |
| YTD | -9.3% | -14.1% | +4.8% | -8.7% |
| 1Y | -9.3% | -11.1% | +1.8% | -9.3% |
| 3Y | +8.6% | -54.9% | +63.6% | +15.8% |
| 5Y | +21.9% | -17.4% | +39.3% | +17.3% |
| 10Y | +202.8% | +214.4% | -11.6% | +138.1% |
| All | +6,367.0% | +30,081.1% | -23,714.1% | +2,140.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling