+5,979.9%
MCD vs NVO
+33,684.2%
-27,704.3%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.9% | +0.4% | -1.3% |
| 7D | -2.8% | +2.2% | -5.0% | -3.1% |
| 30D | -6.0% | +6.0% | -12.0% | -6.7% |
| 3M | -5.6% | +7.9% | -13.5% | -6.7% |
| 6M | -21.9% | +27.1% | -48.9% | -24.5% |
| YTD | -14.7% | -3.8% | -10.9% | -15.3% |
| 1Y | -17.3% | -12.8% | -4.4% | -17.1% |
| 3Y | -2.2% | -46.3% | +44.1% | +1.9% |
| 5Y | +20.3% | +3.6% | +16.7% | +12.2% |
| 10Y | +180.7% | +157.0% | +23.7% | +126.8% |
| All | +5,979.9% | +33,684.2% | -27,704.3% | +1,978.3% |
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