+102.7%
MO vs NVO
-4.3%
+107.0%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.1% | +2.4% | +0.3% |
| 7D | +0.1% | -7.6% | +7.7% | +0.2% |
| 30D | +7.1% | -6.0% | +13.1% | +7.2% |
| 3M | -2.0% | -0.8% | -1.2% | -1.9% |
| 6M | +7.3% | +16.5% | -9.2% | +7.4% |
| YTD | +23.5% | -11.1% | +34.6% | +23.5% |
| 1Y | +11.0% | -16.7% | +27.7% | +11.0% |
| 3Y | +95.0% | -52.9% | +147.9% | +94.0% |
| All | +102.7% | -4.3% | +107.0% | +85.9% |
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