+14.0%
MCHP vs NVO
+16.8%
-2.7%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -2.1% | +5.8% | +3.5% |
| 7D | 0.0% | -7.6% | +7.6% | -0.6% |
| 30D | -6.0% | -6.0% | -0.1% | -6.5% |
| 3M | -19.7% | -0.8% | -18.9% | -21.4% |
| 6M | +14.0% | +16.5% | -2.4% | +4.5% |
| All | +14.0% | +16.8% | -2.7% | +4.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling