+29.9%
MCHP vs NVO
-7.7%
+37.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +5.0% | -8.2% | -3.2% |
| 7D | -5.4% | +10.2% | -15.5% | -5.3% |
| 30D | -7.5% | +12.4% | -19.9% | -7.5% |
| 3M | -6.0% | -3.5% | -2.5% | -5.9% |
| 6M | -20.1% | -3.8% | -16.3% | -20.5% |
| YTD | +20.2% | -13.0% | +33.2% | +17.6% |
| 1Y | +29.9% | -8.2% | +38.2% | +26.2% |
| All | +29.9% | -7.7% | +37.6% | +26.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling