+40,890.7%
MCHP vs NVO
+17,617.3%
+23,273.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.7% | -1.6% |
| 7D | -2.1% | -7.4% | +5.3% | 0.0% |
| 30D | -11.1% | -5.5% | -5.6% | -9.9% |
| 3M | -18.1% | +4.1% | -22.2% | -19.7% |
| 6M | +10.8% | +19.3% | -8.6% | +4.1% |
| YTD | +14.2% | -9.2% | +23.4% | +13.7% |
| 1Y | +13.5% | -15.0% | +28.5% | +14.6% |
| 3Y | -2.0% | -50.9% | +48.9% | +11.6% |
| 5Y | +1.4% | -0.9% | +2.2% | -8.4% |
| 10Y | +195.5% | +152.4% | +43.0% | +101.8% |
| All | +40,890.7% | +17,617.3% | +23,273.3% | +10,071.1% |
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