+3.0%
MCHP vs NVO
-4.3%
+7.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -2.1% | +5.8% | +4.1% |
| 7D | 0.0% | -7.6% | +7.6% | +1.6% |
| 30D | -6.0% | -6.0% | -0.1% | -5.0% |
| 3M | -19.7% | -0.8% | -18.9% | -20.3% |
| 6M | +14.0% | +16.5% | -2.4% | +8.7% |
| YTD | +18.4% | -11.1% | +29.6% | +18.3% |
| 1Y | +17.1% | -16.7% | +33.8% | +18.6% |
| 3Y | +0.7% | -52.9% | +53.6% | +15.2% |
| All | +3.0% | -4.3% | +7.3% | -14.3% |
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 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